Universal Music Group N V MF2-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
16.39%
increased by 9.91%
1 Week
14.61%
increased by 8.13%
1 Month
8.98%
increased by 2.50%
Analysis last updated: Thursday, May 21, 2026 at 05:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 3.6475 | 36,474,870.00 | |
| 0.0000 | 100.00 | |
| 0.9172 | 9,171,700.00 |
Estimation Period:
Sep 27, 2021 to May 15, 2026
Sep 27, 2021 to May 15, 2026
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