Waters Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
42.21%
increased by 0.62%
1 Week
42.17%
increased by 0.58%
1 Month
42.04%
increased by 0.45%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2710 | 4.82 | |
| 0.0674 | 60.62 | |
| 0.9929 | 696.27 | |
| 3.9252 | 26.18 |
Estimation Period:
Nov 20, 1995 to Jun 5, 2026
Nov 20, 1995 to Jun 5, 2026
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