XtalPi Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
58.98%
increased by 2.83%
1 Week
63.53%
increased by 7.38%
1 Month
76.50%
increased by 20.35%
Analysis last updated: Thursday, May 21, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5815 | 9.97 | |
| 0.1803 | 11.00 | |
| 0.7730 | 52.80 | |
| 0.0299 | 0.99 |
Estimation Period:
Jun 13, 2024 to May 15, 2026
Jun 13, 2024 to May 15, 2026
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