Monster Beverage Corp 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
29.97%
decreased by 0.46%
1 Week
30.43%
increased by 0.00%
1 Month
32.20%
increased by 1.77%
Analysis last updated: Friday, June 12, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 5.67 | |
| 0.0212 | 11.24 | |
| 0.9505 | 351.51 | |
| 0.0567 | 8.75 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities