NPC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
35.20%
increased by 2.51%
1 Week
35.51%
increased by 2.82%
1 Month
36.68%
increased by 3.99%
Analysis last updated: Thursday, May 21, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3868 | 4.69 | |
| 0.0805 | 95.68 | |
| 0.9959 | 1,163.41 | |
| 3.7485 | 51.86 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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