8x8 Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
94.97%
increased by 0.35%
1 Week
95.10%
increased by 0.48%
1 Month
95.65%
increased by 1.03%
Analysis last updated: Tuesday, June 9, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 5.31 | |
| 0.0157 | 13.20 | |
| 0.9726 | 805.09 | |
| 0.0236 | 7.42 |
Estimation Period:
Jul 2, 1997 to Jun 5, 2026
Jul 2, 1997 to Jun 5, 2026
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