Vienna Stock Exchange Austrian Traded Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.50%
increased by 0.91%
1 Week
18.58%
increased by 0.99%
1 Month
18.86%
increased by 1.27%
Analysis last updated: Tuesday, June 16, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 27.77 | |
| 0.0269 | 12.75 | |
| 0.8829 | 345.41 | |
| 0.1269 | 22.97 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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