3M Co GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
24.13%
decreased by 0.07%
1 Week
24.13%
decreased by 0.07%
1 Month
24.13%
decreased by 0.07%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 12.52 | |
| 0.0156 | 12.70 | |
| 0.9693 | 578.69 | |
| 0.0163 | 6.64 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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