Marketingforce Management GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
85.19%
decreased by 0.09%
1 Week
84.99%
decreased by 0.29%
1 Month
84.35%
decreased by 0.93%
Analysis last updated: Thursday, May 21, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9777 | 2.45 | |
| 0.0546 | 2.76 | |
| 0.9252 | 37.71 | |
| -0.0323 | -1.56 |
Estimation Period:
May 16, 2024 to May 15, 2026
May 16, 2024 to May 15, 2026
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