Xexymix Corp GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
49.51%
increased by 2.41%
1 Week
49.95%
increased by 2.85%
1 Month
50.96%
increased by 3.86%
Analysis last updated: Thursday, May 21, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9636 | 13.54 | |
| 0.1721 | 11.57 | |
| 0.7448 | 58.83 | |
| -0.0123 | -0.46 |
Estimation Period:
Aug 13, 2020 to May 15, 2026
Aug 13, 2020 to May 15, 2026
Other GJR-GARCH Analyses on International Equities