Sala Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
20.43%
decreased by 0.25%
1 Week
20.78%
increased by 0.10%
1 Month
22.04%
increased by 1.36%
Analysis last updated: Tuesday, June 23, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 12.21 | |
| 0.0378 | 12.70 | |
| 0.9355 | 498.68 | |
| 0.0331 | 5.86 |
Estimation Period:
Jan 5, 1990 to Jun 19, 2026
Jan 5, 1990 to Jun 19, 2026
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