VT Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
54.30%
decreased by 1.10%
1 Week
54.59%
decreased by 0.81%
1 Month
55.72%
increased by 0.32%
Analysis last updated: Wednesday, June 3, 2026 at 08:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1069 | 12.10 | |
| 0.0695 | 18.08 | |
| 0.9318 | 281.51 | |
| -0.0100 | -1.42 |
Estimation Period:
Jan 19, 2001 to Jun 2, 2026
Jan 19, 2001 to Jun 2, 2026
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