Iridium Communications 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 Monday, June 15th, 2026
1 Day
72.92%
decreased by 0.05%
1 Week
72.94%
decreased by 0.03%
1 Month
73.03%
increased by 0.06%
Analysis last updated: Friday, June 12, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 4.33 | |
| 0.0220 | 12.35 | |
| 0.9835 | 648.30 | |
| -0.0109 | -4.08 |
Estimation Period:
Mar 21, 2008 to Jun 12, 2026
Mar 21, 2008 to Jun 12, 2026
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