Prada Spa MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.23%
increased by 1.34%
1 Week
44.26%
increased by 3.37%
1 Month
45.04%
increased by 4.15%
Analysis last updated: Thursday, May 21, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1945 | 6.80 | |
| 0.1054 | 4.31 | |
| -0.1001 | -5.56 | |
| 0.1447 | 0.43 | |
| 0.0331 | 0.67 | |
| 0.9475 | 11.50 |
Estimation Period:
Jun 24, 2011 to May 15, 2026
Jun 24, 2011 to May 15, 2026
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