Western Digital Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
71.69%
increased by 0.31%
1 Week
71.71%
increased by 0.33%
1 Month
71.79%
increased by 0.41%
Analysis last updated: Friday, June 12, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 10.35 | |
| 0.0185 | 17.16 | |
| 0.9724 | 1,073.28 | |
| 0.0157 | 7.57 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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