XTB S A GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
82.67%
decreased by 5.29%
1 Week
81.76%
decreased by 6.20%
1 Month
78.51%
decreased by 9.45%
Analysis last updated: Thursday, May 21, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.2368 | 2.80 | |
| 0.0563 | 14.21 | |
| 0.9798 | 131.74 | |
| 3.2588 | 8.07 |
Estimation Period:
Mar 4, 2021 to May 15, 2026
Mar 4, 2021 to May 15, 2026
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