Comcast Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
37.97%
decreased by 0.38%
1 Week
38.00%
decreased by 0.35%
1 Month
38.11%
decreased by 0.24%
Analysis last updated: Friday, June 12, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 14.31 | |
| 0.0261 | 12.65 | |
| 0.9555 | 698.47 | |
| 0.0313 | 9.13 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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