Coil GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
124.15%
decreased by 6.02%
1 Week
160.90%
increased by 30.73%
1 Month
255.80%
increased by 125.63%
Analysis last updated: Friday, June 12, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2,452.5560 | 5.36 | |
| 0.1609 | 185.12 | |
| 0.9912 | 625.78 | |
| 2.0065 | 16,051.99 |
Estimation Period:
Dec 7, 1999 to Jun 5, 2026
Dec 7, 1999 to Jun 5, 2026
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