Cisco Systems Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
46.60%
decreased by 2.49%
1 Week
46.54%
decreased by 2.55%
1 Month
46.32%
decreased by 2.77%
Analysis last updated: Friday, June 12, 2026 at 10:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1280 | 14.23 | |
| 0.0667 | 21.95 | |
| 0.8824 | 340.81 | |
| 0.0695 | 8.41 |
Estimation Period:
Feb 19, 1990 to Jun 12, 2026
Feb 19, 1990 to Jun 12, 2026
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