MetLife Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.44%
decreased by 0.33%
1 Week
21.96%
increased by 0.19%
1 Month
23.71%
increased by 1.94%
Analysis last updated: Saturday, June 13, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0822 | 16.73 | |
| 0.0266 | 11.83 | |
| 0.8966 | 331.94 | |
| 0.1140 | 17.80 |
Estimation Period:
Apr 5, 2000 to Jun 12, 2026
Apr 5, 2000 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities