Planetel Spa GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
38.37%
increased by 1.08%
1 Week
37.19%
decreased by 0.10%
1 Month
35.18%
decreased by 2.11%
Analysis last updated: Thursday, May 21, 2026 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7060 | 11.98 | |
| 0.1642 | 10.31 | |
| 0.6670 | 36.31 | |
| 0.0253 | 0.87 |
Estimation Period:
Jan 15, 2021 to May 15, 2026
Jan 15, 2021 to May 15, 2026
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