Verisk Analytics Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.61%
decreased by 0.65%
1 Week
21.88%
decreased by 0.38%
1 Month
22.30%
increased by 0.04%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3096 | 12.61 | |
| 0.1219 | 16.92 | |
| 0.7253 | 42.39 |
Estimation Period:
Oct 7, 2009 to Jun 12, 2026
Oct 7, 2009 to Jun 12, 2026
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