Western Digital Corp 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 Wednesday, June 10th, 2026
1 Day
70.12%
decreased by 0.67%
1 Week
70.19%
decreased by 0.60%
1 Month
70.49%
decreased by 0.30%
Analysis last updated: Tuesday, June 9, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0165 | 8.96 | |
| 0.9749 | 407.59 | |
| 0.0171 | 8.26 | |
| 10.0000 | 2.25 | |
| 0.0000 | 0.00 | |
| 0.9900 | 137.75 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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