Mark Dynamics Indo GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
55.31%
increased by 0.19%
1 Week
55.68%
increased by 0.56%
1 Month
57.13%
increased by 2.01%
Analysis last updated: Saturday, May 23, 2026 at 04:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 60.0153 | 8.62 | |
| 0.1002 | 70.59 | |
| 0.9983 | 5,119.42 | |
| 2.8162 | 145.62 |
Estimation Period:
Jul 12, 2017 to May 13, 2026
Jul 12, 2017 to May 13, 2026
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