Meta Platforms Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
38.02%
decreased by 1.54%
1 Week
39.24%
decreased by 0.32%
1 Month
40.78%
increased by 1.22%
Analysis last updated: Friday, June 12, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3596 | 3.31 | |
| 0.0989 | 3.80 | |
| 0.6967 | 10.16 | |
| -0.7004 | -1.04 | |
| 1.1558 | 1.27 | |
| -0.8546 | -1.76 | |
| 1.3145 | 2.75 | |
| -1.7738 | -2.74 | |
| 1.2884 | 1.81 | |
| -0.2912 | -0.56 | |
| -0.7989 | -1.85 | |
| 1.1841 | 2.18 | |
| -0.6631 | -1.49 |
Estimation Period:
May 18, 2012 to Jun 12, 2026
May 18, 2012 to Jun 12, 2026
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