OZE Capital SA MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
56.28%
decreased by 2.38%
1 Week
59.87%
increased by 1.21%
1 Month
69.41%
increased by 10.75%
Analysis last updated: Thursday, May 21, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1197 | 19.63 | |
| 0.7872 | 67.10 | |
| 0.0484 | 4.35 | |
| 1.7311 | 0.67 | |
| 0.0340 | 0.71 | |
| 0.9063 | 6.48 |
Estimation Period:
Dec 23, 2010 to May 15, 2026
Dec 23, 2010 to May 15, 2026
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