BlackRock Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.44%
decreased by 0.60%
1 Week
28.61%
decreased by 0.43%
1 Month
29.21%
increased by 0.17%
Analysis last updated: Friday, June 12, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 18.81 | |
| 0.0404 | 16.18 | |
| 0.9152 | 421.76 | |
| 0.0649 | 11.71 |
Estimation Period:
Oct 1, 1999 to Jun 12, 2026
Oct 1, 1999 to Jun 12, 2026
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