Merrill Lynch GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, January 1st, 2009):
1 Day
128.35%
1 Week
128.03%
1 Month
126.74%
Analysis last updated: Thursday, March 26, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7578 | 7.09 | |
| 0.0492 | 38.86 | |
| 0.9972 | 3,096.80 | |
| 8.7669 | 5.51 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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