Datamatics Global Services GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
48.38%
increased by 6.43%
1 Week
49.45%
increased by 7.50%
1 Month
52.38%
increased by 10.43%
Analysis last updated: Thursday, May 21, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 13.4247 | 5.55 | |
| 0.0995 | 19.98 | |
| 0.9472 | 101.22 | |
| 3.2826 | 11.22 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
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