Defined Duration 5 ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
3.02%
decreased by 0.21%
1 Week
3.00%
decreased by 0.23%
1 Month
2.93%
decreased by 0.30%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 3.98 | |
| 0.0848 | 3.93 | |
| 0.9676 | 97.09 | |
| 8.7646 | 0.45 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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