Wawel Sa GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
28.30%
decreased by 3.05%
1 Week
29.55%
decreased by 1.80%
1 Month
32.60%
increased by 1.25%
Analysis last updated: Friday, June 12, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4701 | 6.92 | |
| 0.1482 | 25.23 | |
| 0.9332 | 96.74 | |
| 3.0422 | 21.11 |
Estimation Period:
Jul 30, 1998 to Jun 5, 2026
Jul 30, 1998 to Jun 5, 2026
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