IDT Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.67%
increased by 0.26%
1 Week
38.19%
increased by 1.78%
1 Month
43.04%
increased by 6.63%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3475 | 13.23 | |
| 0.1071 | 15.35 | |
| 0.8671 | 160.52 | |
| 0.0077 | 0.80 |
Estimation Period:
May 11, 2001 to Jun 5, 2026
May 11, 2001 to Jun 5, 2026
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