High-Trend International Group 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 Monday, June 15th, 2026
1 Day
383.19%
increased by 91.02%
1 Week
383.26%
increased by 91.09%
1 Month
383.50%
increased by 91.33%
Analysis last updated: Friday, June 12, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0947 | 3.58 | |
| 0.0591 | 4.40 | |
| 0.8677 | 32.79 | |
| 0.1463 | 1.70 |
Estimation Period:
Sep 14, 2021 to Jun 12, 2026
Sep 14, 2021 to Jun 12, 2026
Other High-Trend International Group Analyses
Other GJR-GARCH Analyses on Equities