VIEL & Cie SA MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.88%
increased by 0.01%
1 Week
27.56%
increased by 2.69%
1 Month
30.05%
increased by 5.18%
Analysis last updated: Thursday, May 21, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1909 | 27.91 | |
| 0.5321 | 43.94 | |
| 0.0317 | 2.94 | |
| 0.0468 | 2.86 | |
| 0.0207 | 4.46 | |
| 0.9677 | 124.74 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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