Versant Media Group Inc 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 Monday, June 15th, 2026
1 Day
25.39%
decreased by 2.20%
1 Week
974,041,485.77%
increased by 974,041,458.18%
1 Month
25,711,543,710,948,200,000,000,000,000,000,000,000,000.00%
increased by 25,711,543,710,948,200,000,000,000,000,000,000,000,000.00%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1608 | 19.90 | |
| 0.9196 | 758.73 | |
| -0.1608 | -24.22 | |
| 0.0000 | 0.02 | |
| 0.1110 | 2.20 | |
| 0.0000 | 1.25 |
Estimation Period:
Jan 5, 2026 to Jun 12, 2026
Jan 5, 2026 to Jun 12, 2026
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