Pelagos Insurance Capital Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.92%
increased by 0.33%
1 Week
30.53%
increased by 0.94%
1 Month
31.05%
increased by 1.46%
Analysis last updated: Friday, May 22, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6383 | 4.71 | |
| 0.1140 | 1.70 | |
| 3.5847 | 0.01 | |
| 0.0312 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 29, 2023 to May 22, 2026
Jun 29, 2023 to May 22, 2026
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