Huang Hsiang Construction GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
42.31%
increased by 5.66%
1 Week
42.56%
increased by 5.91%
1 Month
43.55%
increased by 6.90%
Analysis last updated: Friday, June 12, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 40.8526 | 9.53 | |
| 0.1044 | 123.65 | |
| 0.9987 | 7,566.17 | |
| 2.9053 | 299.70 |
Estimation Period:
Jun 20, 2001 to Jun 5, 2026
Jun 20, 2001 to Jun 5, 2026
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