Prada Spa GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
45.19%
decreased by 0.59%
1 Week
45.16%
decreased by 0.62%
1 Month
45.06%
decreased by 0.72%
Analysis last updated: Thursday, May 21, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7950 | 5.41 | |
| 0.0337 | 9.39 | |
| 0.9836 | 362.55 | |
| 6.8030 | 1.70 |
Estimation Period:
Jun 24, 2011 to May 15, 2026
Jun 24, 2011 to May 15, 2026
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