National Aerospace Fastener GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
61.98%
decreased by 2.64%
1 Week
61.60%
decreased by 3.02%
1 Month
60.17%
decreased by 4.45%
Analysis last updated: Thursday, May 21, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 18.18 | |
| 0.0773 | 14.08 | |
| 0.9051 | 323.36 | |
| 0.0062 | 0.67 |
Estimation Period:
Jun 18, 2002 to May 15, 2026
Jun 18, 2002 to May 15, 2026
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