OZE Capital SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
3,767.53%
decreased by 538.64%
1 Week
3,763.80%
decreased by 542.37%
1 Month
3,748.96%
decreased by 557.21%
Analysis last updated: Thursday, May 21, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 585.4093 | 8.73 | |
| 0.1495 | 351.85 | |
| 0.9990 | 8,612.07 | |
| 2.0001 | 20,000,800.00 |
Estimation Period:
Dec 23, 2010 to May 15, 2026
Dec 23, 2010 to May 15, 2026
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