Marketingforce Management GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
110.77%
increased by 8.45%
1 Week
108.33%
increased by 6.01%
1 Month
101.82%
decreased by 0.50%
Analysis last updated: Thursday, May 21, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 32.8620 | 2.04 | |
| 0.0703 | 5.15 | |
| 0.9278 | 24.37 | |
| 2.8045 | 3.66 |
Estimation Period:
May 16, 2024 to May 15, 2026
May 16, 2024 to May 15, 2026
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