OZE Capital SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
330.32%
increased by 68.12%
1 Week
330.01%
increased by 67.81%
1 Month
328.79%
increased by 66.59%
Analysis last updated: Friday, June 12, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 29.9946 | 8.81 | |
| 0.1501 | 357.29 | |
| 0.9990 | 8,686.96 | |
| 2.0013 | 250,163.25 |
Estimation Period:
Dec 23, 2010 to Jun 5, 2026
Dec 23, 2010 to Jun 5, 2026
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