Arco Vara As GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
248.03%
decreased by 9.12%
1 Week
249.17%
decreased by 7.98%
1 Month
253.59%
decreased by 3.56%
Analysis last updated: Thursday, May 21, 2026 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 585.5735 | 7.03 | |
| 0.0769 | 119.25 | |
| 0.9967 | 2,291.24 | |
| 2.0183 | 7,703.58 |
Estimation Period:
Jun 22, 2007 to May 15, 2026
Jun 22, 2007 to May 15, 2026
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