S&P Asia 50 CME GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
34.08%
increased by 0.61%
1 Week
34.11%
increased by 0.64%
1 Month
34.23%
increased by 0.76%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3195 | 6.50 | |
| 0.0599 | 53.42 | |
| 0.9989 | 6,444.35 | |
| 7.8124 | 6.82 |
Estimation Period:
Jan 1, 1998 to Mar 19, 2026
Jan 1, 1998 to Mar 19, 2026
Other GAS-GARCH Student T Analyses on Equity Indices