Valbiotis SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
82.86%
decreased by 11.78%
1 Week
83.14%
decreased by 11.50%
1 Month
84.16%
decreased by 10.48%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 33.1719 | 4.73 | |
| 0.1041 | 52.79 | |
| 0.9839 | 308.93 | |
| 2.3943 | 115.45 |
Estimation Period:
Feb 15, 2021 to May 15, 2026
Feb 15, 2021 to May 15, 2026
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