Ctac NV 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 Wednesday, June 17th, 2026
1 Day
24.28%
unchanged at 0.00%
1 Week
24.28%
unchanged at 0.00%
1 Month
24.29%
increased by 0.01%
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 | |
|---|---|---|
| 0.8126 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| -25.4593 | -0.01 |
Estimation Period:
Dec 26, 2025 to Jun 12, 2026
Dec 26, 2025 to Jun 12, 2026
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