Albert David GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
54.26%
decreased by 2.87%
1 Week
54.17%
decreased by 2.96%
1 Month
53.87%
decreased by 3.26%
Analysis last updated: Thursday, May 21, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0191 | 2.76 | |
| 0.0826 | 20.36 | |
| 0.9694 | 86.33 | |
| 2.6901 | 16.99 |
Estimation Period:
Jan 5, 2010 to May 15, 2026
Jan 5, 2010 to May 15, 2026
Other Albert David Analyses
Other GAS-GARCH Student T Analyses on International Equities