General Motors Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.24%
decreased by 0.53%
1 Week
35.24%
decreased by 0.53%
1 Month
35.25%
decreased by 0.52%
Analysis last updated: Saturday, June 13, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 8.92 | |
| 0.0118 | 8.28 | |
| 0.9615 | 441.04 | |
| 0.0379 | 8.45 |
Estimation Period:
Nov 18, 2010 to Jun 12, 2026
Nov 18, 2010 to Jun 12, 2026
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