Wawel Sa GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
22.51%
increased by 3.30%
1 Week
24.81%
increased by 5.60%
1 Month
30.05%
increased by 10.84%
Analysis last updated: Saturday, May 23, 2026 at 03:45 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4845 | 6.88 | |
| 0.1481 | 25.25 | |
| 0.9335 | 96.51 | |
| 3.0382 | 21.15 |
Estimation Period:
Jul 30, 1998 to May 15, 2026
Jul 30, 1998 to May 15, 2026
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