Fundo Campus Faria Lima GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.02%
increased by 0.87%
1 Week
16.59%
increased by 3.44%
1 Month
21.34%
increased by 8.19%
Analysis last updated: Sunday, June 7, 2026 at 02:43 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6584 | 5.78 | |
| 0.1935 | 16.44 | |
| 0.9091 | 60.89 | |
| 3.3784 | 11.67 |
Estimation Period:
Aug 24, 2012 to Jun 5, 2026
Aug 24, 2012 to Jun 5, 2026
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