Phihong Technology GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.66%
decreased by 1.68%
1 Week
42.90%
decreased by 1.44%
1 Month
43.56%
decreased by 0.78%
Analysis last updated: Thursday, May 21, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4560 | 16.32 | |
| 0.0856 | 16.16 | |
| 0.8555 | 170.11 | |
| 0.0035 | 0.42 |
Estimation Period:
May 21, 2001 to May 15, 2026
May 21, 2001 to May 15, 2026
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