Verisk Analytics Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.75%
increased by 2.11%
1 Week
29.98%
increased by 1.34%
1 Month
27.71%
decreased by 0.93%
Analysis last updated: Tuesday, June 9, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0045 | 5.63 | |
| 0.1109 | 15.98 | |
| 0.9440 | 92.97 | |
| 3.9405 | 7.54 |
Estimation Period:
Oct 7, 2009 to Jun 5, 2026
Oct 7, 2009 to Jun 5, 2026
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