Theta Edge Berhad MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.56%
decreased by 4.60%
1 Week
60.22%
increased by 3.06%
1 Month
69.78%
increased by 12.62%
Analysis last updated: Thursday, May 21, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1611 | 13.90 | |
| 0.3733 | 9.37 | |
| 0.0020 | 0.12 | |
| 10.0000 | 0.58 | |
| 0.6480 | 0.52 | |
| 0.0166 | 0.01 |
Estimation Period:
Aug 24, 1995 to May 15, 2026
Aug 24, 1995 to May 15, 2026
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