National Aerospace Fastener GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
71.19%
decreased by 5.98%
1 Week
71.39%
decreased by 5.78%
1 Month
72.14%
decreased by 5.03%
Analysis last updated: Thursday, May 21, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 38.2098 | 6.87 | |
| 0.0984 | 111.69 | |
| 0.9970 | 2,345.80 | |
| 3.0109 | 162.77 |
Estimation Period:
Jun 18, 2002 to May 15, 2026
Jun 18, 2002 to May 15, 2026
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