Analog Devices Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
45.87%
decreased by 0.99%
1 Week
45.98%
decreased by 0.88%
1 Month
46.40%
decreased by 0.46%
Analysis last updated: Friday, June 12, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 8.46 | |
| 0.0219 | 12.18 | |
| 0.9498 | 645.23 | |
| 0.0532 | 14.55 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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