Coil GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
111.21%
decreased by 1.55%
1 Week
148.19%
increased by 35.43%
1 Month
238.67%
increased by 125.91%
Analysis last updated: Thursday, May 21, 2026 at 06:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1,434.1830 | 4.04 | |
| 0.1641 | 149.20 | |
| 0.9861 | 290.88 | |
| 2.0080 | 8,297.65 |
Estimation Period:
Dec 7, 1999 to May 15, 2026
Dec 7, 1999 to May 15, 2026
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