VT Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
59.27%
decreased by 0.15%
1 Week
59.51%
increased by 0.09%
1 Month
60.43%
increased by 1.01%
Analysis last updated: Wednesday, June 24, 2026 at 07:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1065 | 12.09 | |
| 0.0693 | 18.10 | |
| 0.9319 | 282.48 | |
| -0.0095 | -1.35 |
Estimation Period:
Jan 19, 2001 to Jun 19, 2026
Jan 19, 2001 to Jun 19, 2026
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