Valhi 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
46.35%
decreased by 1.01%
1 Week
47.28%
decreased by 0.08%
1 Month
50.82%
increased by 3.46%
Analysis last updated: Saturday, June 13, 2026 at 12:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 20.80 | |
| 0.1269 | 23.70 | |
| 0.8744 | 279.80 | |
| -0.0025 | -0.30 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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