Cms Info Systems Limited GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.31%
decreased by 1.40%
1 Week
28.24%
decreased by 0.47%
1 Month
30.08%
increased by 1.37%
Analysis last updated: Thursday, May 21, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9937 | 6.54 | |
| 0.0738 | 4.72 | |
| 0.8882 | 57.40 | |
| 4.7044 | 1.56 |
Estimation Period:
Dec 31, 2021 to May 15, 2026
Dec 31, 2021 to May 15, 2026
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