Xerox Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
88.04%
decreased by 1.29%
1 Week
87.82%
decreased by 1.51%
1 Month
86.96%
decreased by 2.37%
Analysis last updated: Friday, June 12, 2026 at 11:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 8.50 | |
| 0.0135 | 12.71 | |
| 0.9707 | 1,026.07 | |
| 0.0253 | 12.62 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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