Marketingforce Management GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
82.19%
decreased by 1.44%
1 Week
82.23%
decreased by 1.40%
1 Month
82.36%
decreased by 1.27%
Analysis last updated: Friday, June 12, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9516 | 2.46 | |
| 0.0543 | 2.84 | |
| 0.9266 | 39.14 | |
| -0.0318 | -1.58 |
Estimation Period:
May 16, 2024 to Jun 5, 2026
May 16, 2024 to Jun 5, 2026
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