Polaris Group GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
66.08%
decreased by 19.89%
1 Week
69.13%
decreased by 16.84%
1 Month
79.40%
decreased by 6.57%
Analysis last updated: Thursday, May 21, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 87.8325 | 3.34 | |
| 0.2025 | 92.84 | |
| 0.9883 | 293.60 | |
| 2.6393 | 87.03 |
Estimation Period:
Feb 15, 2016 to May 15, 2026
Feb 15, 2016 to May 15, 2026
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