OZE Capital SA MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
46.94%
increased by 0.49%
1 Week
52.09%
increased by 5.64%
1 Month
64.52%
increased by 18.07%
Analysis last updated: Friday, June 12, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1206 | 19.59 | |
| 0.7857 | 66.39 | |
| 0.0480 | 4.29 | |
| 1.6957 | 0.69 | |
| 0.0351 | 0.73 | |
| 0.9061 | 6.62 |
Estimation Period:
Dec 23, 2010 to Jun 5, 2026
Dec 23, 2010 to Jun 5, 2026
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