PT M Cash Integras GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
180.00%
decreased by 63.02%
1 Week
183.58%
decreased by 59.44%
1 Month
193.87%
decreased by 49.15%
Analysis last updated: Thursday, May 21, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 187.2543 | 2.88 | |
| 0.1798 | 39.25 | |
| 0.9539 | 61.42 | |
| 2.0557 | 334.16 |
Estimation Period:
Nov 1, 2017 to May 13, 2026
Nov 1, 2017 to May 13, 2026
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