Clorox Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
36.49%
decreased by 0.94%
1 Week
36.27%
decreased by 1.16%
1 Month
35.49%
decreased by 1.94%
Analysis last updated: Friday, June 12, 2026 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 21.84 | |
| 0.0670 | 19.79 | |
| 0.8951 | 335.86 | |
| 0.0464 | 6.49 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities