Wawel Sa MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.73%
decreased by 0.52%
1 Week
22.72%
increased by 2.47%
1 Month
24.89%
increased by 4.64%
Analysis last updated: Thursday, May 21, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2296 | 25.65 | |
| 0.4811 | 36.21 | |
| 0.0319 | 2.54 | |
| 0.0153 | 2.85 | |
| 0.0211 | 4.84 | |
| 0.9750 | 180.89 |
Estimation Period:
Jul 30, 1998 to May 15, 2026
Jul 30, 1998 to May 15, 2026
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