Seshasayee Paper&B GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.75%
decreased by 2.03%
1 Week
42.30%
decreased by 1.48%
1 Month
44.24%
increased by 0.46%
Analysis last updated: Thursday, May 21, 2026 at 07:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.4347 | 4.77 | |
| 0.0831 | 33.64 | |
| 0.9829 | 264.64 | |
| 3.8115 | 16.03 |
Estimation Period:
Sep 26, 1995 to May 15, 2026
Sep 26, 1995 to May 15, 2026
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