Huang Hsiang Construction GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.26%
decreased by 0.96%
1 Week
22.81%
decreased by 0.41%
1 Month
24.88%
increased by 1.66%
Analysis last updated: Thursday, May 21, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41.0600 | 9.54 | |
| 0.1044 | 123.73 | |
| 0.9987 | 7,623.93 | |
| 2.8967 | 303.60 |
Estimation Period:
Jun 20, 2001 to May 15, 2026
Jun 20, 2001 to May 15, 2026
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