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V-Lab

MBIA 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

48.29%

decreased by 0.72%

1 Week

48.36%

decreased by 0.65%

1 Month

48.63%

decreased by 0.38%

Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC

Date Range:

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graph of MBIA Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time