Theta Edge Berhad GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
131.26%
decreased by 16.21%
1 Week
137.83%
decreased by 9.64%
1 Month
156.58%
increased by 9.11%
Analysis last updated: Thursday, May 21, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 163.3153 | 5.41 | |
| 0.0998 | 46.20 | |
| 0.9616 | 136.97 | |
| 2.1080 | 223.44 |
Estimation Period:
Aug 24, 1995 to May 15, 2026
Aug 24, 1995 to May 15, 2026
Other Theta Edge Berhad Analyses
Other GAS-GARCH Student T Analyses on International Equities