XTB S A GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
56.57%
decreased by 1.07%
1 Week
56.45%
decreased by 1.19%
1 Month
56.06%
decreased by 1.58%
Analysis last updated: Saturday, June 13, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 11.5910 | 2.64 | |
| 0.0558 | 11.83 | |
| 0.9764 | 103.25 | |
| 3.2603 | 6.56 |
Estimation Period:
Mar 4, 2021 to Jun 12, 2026
Mar 4, 2021 to Jun 12, 2026
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