Barclays PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
33.44%
decreased by 1.58%
1 Week
33.52%
decreased by 1.50%
1 Month
33.85%
decreased by 1.17%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7765 | 5.89 | |
| 0.0615 | 42.89 | |
| 0.9914 | 684.22 | |
| 5.5479 | 10.31 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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