Allfunds Group Limited GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
20.82%
decreased by 0.16%
1 Week
21.00%
increased by 0.02%
1 Month
21.70%
increased by 0.72%
Analysis last updated: Thursday, May 21, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7644 | 8.26 | |
| 0.0382 | 31.25 | |
| 0.9962 | 1,601.66 | |
| 3.7090 | 39.88 |
Estimation Period:
Apr 23, 2021 to May 15, 2026
Apr 23, 2021 to May 15, 2026
Other Allfunds Group Limited Analyses
Other GAS-GARCH Student T Analyses on International Equities