Valid Solucoes E Servicos De MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
64.90%
decreased by 0.42%
1 Week
61.54%
decreased by 3.78%
1 Month
52.97%
decreased by 12.35%
Analysis last updated: Thursday, May 21, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0584 | 16.27 | |
| 0.8042 | 93.99 | |
| 0.0890 | 13.87 | |
| 0.0053 | 2.10 | |
| 0.0135 | 5.23 | |
| 0.9858 | 333.94 |
Estimation Period:
Apr 27, 2006 to May 15, 2026
Apr 27, 2006 to May 15, 2026
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