Deme Group NV MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.38%
decreased by 1.60%
1 Week
33.40%
decreased by 1.58%
1 Month
33.56%
decreased by 1.42%
Analysis last updated: Thursday, May 21, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0489 | 5.98 | |
| 0.7287 | 32.11 | |
| 0.0655 | 4.06 | |
| 0.0052 | 0.14 | |
| 0.0097 | 1.11 | |
| 0.9903 | 53.61 |
Estimation Period:
Jun 30, 2022 to May 15, 2026
Jun 30, 2022 to May 15, 2026
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