Ctac NV MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
24.48%
decreased by 0.88%
1 Week
25.37%
increased by 0.01%
1 Month
25.56%
increased by 0.20%
Analysis last updated: Wednesday, June 17, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1747 | 1.86 | |
| 0.0000 | 0.00 | |
| -0.1747 | -1.94 | |
| 2.6048 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 26, 2025 to Jun 12, 2026
Dec 26, 2025 to Jun 12, 2026
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