S&P Asia 50 CME GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
42.53%
decreased by 0.31%
1 Week
42.54%
decreased by 0.30%
1 Month
42.57%
decreased by 0.27%
Analysis last updated: Friday, June 26, 2026 at 11:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3195 | 6.50 | |
| 0.0599 | 53.42 | |
| 0.9989 | 6,444.35 | |
| 7.8124 | 6.82 |
Estimation Period:
Jan 1, 1998 to Mar 19, 2026
Jan 1, 1998 to Mar 19, 2026
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