American International Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
22.64%
decreased by 0.69%
1 Week
22.90%
decreased by 0.43%
1 Month
23.85%
increased by 0.52%
Analysis last updated: Tuesday, June 16, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 13.05 | |
| 0.0383 | 15.84 | |
| 0.9186 | 497.86 | |
| 0.0675 | 12.65 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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