Waters Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
39.69%
decreased by 1.30%
1 Week
39.69%
decreased by 1.30%
1 Month
39.68%
decreased by 1.31%
Analysis last updated: Saturday, June 13, 2026 at 12:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2227 | 4.80 | |
| 0.0674 | 60.11 | |
| 0.9928 | 685.16 | |
| 3.9264 | 25.86 |
Estimation Period:
Nov 20, 1995 to Jun 12, 2026
Nov 20, 1995 to Jun 12, 2026
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