Celanese Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
54.76%
decreased by 1.01%
1 Week
54.62%
decreased by 1.15%
1 Month
54.09%
decreased by 1.68%
Analysis last updated: Friday, June 12, 2026 at 11:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 4.73 | |
| 0.0000 | 0.00 | |
| 0.9610 | 433.68 | |
| 0.0667 | 15.81 |
Estimation Period:
Jan 21, 2005 to Jun 12, 2026
Jan 21, 2005 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities