Bermuda Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
114.96%
increased by 8.25%
1 Week
115.88%
increased by 9.17%
1 Month
119.46%
increased by 12.75%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 474.0009 | 10.41 | |
| 0.0303 | 118.16 | |
| 0.9990 | 9,250.00 | |
| 2.0001 | 2,000,087.00 |
Estimation Period:
Jun 14, 1994 to May 21, 2026
Jun 14, 1994 to May 21, 2026
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