Shangri-La Asia Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.36%
increased by 0.72%
1 Week
28.69%
increased by 1.05%
1 Month
29.88%
increased by 2.24%
Analysis last updated: Thursday, May 21, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4218 | 4.87 | |
| 0.0784 | 33.04 | |
| 0.9883 | 426.54 | |
| 4.9047 | 10.96 |
Estimation Period:
Jun 17, 1993 to May 15, 2026
Jun 17, 1993 to May 15, 2026
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