Universal Music Group N V Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
40.54%
increased by 0.41%
1 Week
40.58%
increased by 0.45%
1 Month
40.59%
increased by 0.46%
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 | |
|---|---|---|
| 0.8813 | 3.77 | |
| 0.0232 | 0.72 | |
| 0.0000 | 0.00 | |
| 0.6029 | 0.18 | |
| -4.9511 | -1.07 | |
| 8.1842 | 2.49 | |
| -6.5611 | -1.40 | |
| 6.7247 | 1.16 | |
| -7.5404 | -1.10 | |
| 4.3276 | 0.67 | |
| 1.1056 | 0.25 | |
| -3.3376 | -1.22 |
Estimation Period:
Sep 27, 2021 to May 15, 2026
Sep 27, 2021 to May 15, 2026
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