Metair Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
53.82%
decreased by 8.32%
1 Week
55.08%
decreased by 7.06%
1 Month
56.06%
decreased by 6.08%
Analysis last updated: Thursday, May 21, 2026 at 08:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0047 | 5.73 | |
| 0.2039 | 6.44 | |
| 0.4628 | 6.61 | |
| -0.4023 | -7.58 | |
| 0.7139 | 8.23 | |
| -0.5831 | -6.48 | |
| 0.5139 | 5.49 | |
| -0.3557 | -4.65 | |
| 0.1201 | 1.90 | |
| 0.0524 | 1.02 | |
| -0.1081 | -2.91 |
Estimation Period:
Jan 17, 1990 to May 15, 2026
Jan 17, 1990 to May 15, 2026
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