Wawel Sa MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.70%
decreased by 2.13%
1 Week
23.52%
decreased by 0.31%
1 Month
25.52%
increased by 1.69%
Analysis last updated: Friday, June 12, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2294 | 25.67 | |
| 0.4820 | 36.30 | |
| 0.0303 | 2.43 | |
| 0.0153 | 2.84 | |
| 0.0210 | 4.82 | |
| 0.9750 | 180.76 |
Estimation Period:
Jul 30, 1998 to Jun 5, 2026
Jul 30, 1998 to Jun 5, 2026
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