Phihong Technology GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.67%
decreased by 4.29%
1 Week
52.81%
decreased by 4.15%
1 Month
53.27%
decreased by 3.69%
Analysis last updated: Thursday, May 21, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3664 | 3.91 | |
| 0.1017 | 29.33 | |
| 0.9788 | 169.42 | |
| 3.6353 | 15.16 |
Estimation Period:
May 21, 2001 to May 15, 2026
May 21, 2001 to May 15, 2026
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