General Interface Solution GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
70.26%
increased by 11.42%
1 Week
69.25%
increased by 10.41%
1 Month
65.83%
increased by 6.99%
Analysis last updated: Thursday, May 21, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0169 | 4.29 | |
| 0.1116 | 21.52 | |
| 0.9700 | 139.92 | |
| 3.6362 | 12.20 |
Estimation Period:
Jun 12, 2015 to May 15, 2026
Jun 12, 2015 to May 15, 2026
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