US Bancorp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
27.68%
decreased by 0.91%
1 Week
27.84%
decreased by 0.75%
1 Month
28.44%
decreased by 0.15%
Analysis last updated: Monday, June 8, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 15.94 | |
| 0.0422 | 21.10 | |
| 0.9162 | 583.20 | |
| 0.0793 | 15.69 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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