Phihong Technology GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
75.30%
decreased by 2.21%
1 Week
72.58%
decreased by 4.93%
1 Month
64.46%
decreased by 13.05%
Analysis last updated: Sunday, June 14, 2026 at 01:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4739 | 16.41 | |
| 0.0896 | 16.78 | |
| 0.8507 | 165.31 | |
| 0.0020 | 0.23 |
Estimation Period:
May 21, 2001 to Jun 12, 2026
May 21, 2001 to Jun 12, 2026
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