PSI Software SE Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
12.54%
decreased by 0.53%
1 Week
13.20%
increased by 0.13%
1 Month
15.57%
increased by 2.50%
Analysis last updated: Thursday, May 21, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3289 | 0.02 | |
| 0.3653 | 0.01 | |
| 0.6347 | 0.01 | |
| -64.5546 | -0.01 | |
| 75.4271 | 0.01 |
Estimation Period:
Mar 19, 2025 to May 15, 2026
Mar 19, 2025 to May 15, 2026
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