First Steamship GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
33.23%
decreased by 0.47%
1 Week
33.68%
decreased by 0.02%
1 Month
35.38%
increased by 1.68%
Analysis last updated: Saturday, May 23, 2026 at 04:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 17.6790 | 5.28 | |
| 0.0867 | 102.51 | |
| 0.9955 | 1,169.77 | |
| 3.7628 | 57.89 |
Estimation Period:
Jan 4, 1990 to May 15, 2026
Jan 4, 1990 to May 15, 2026
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