Datamatics Global Services GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
56.19%
increased by 4.38%
1 Week
56.39%
increased by 4.58%
1 Month
56.93%
increased by 5.12%
Analysis last updated: Saturday, June 13, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 13.3918 | 5.56 | |
| 0.0987 | 19.97 | |
| 0.9477 | 102.42 | |
| 3.2924 | 11.14 |
Estimation Period:
Sep 1, 2004 to Jun 12, 2026
Sep 1, 2004 to Jun 12, 2026
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