Fic Global Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
66.61%
increased by 4.74%
1 Week
66.48%
increased by 4.61%
1 Month
65.96%
increased by 4.09%
Analysis last updated: Thursday, May 21, 2026 at 08:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1690 | 7.89 | |
| 0.0779 | 6.18 | |
| 0.9008 | 103.25 | |
| 0.0191 | 1.21 |
Estimation Period:
Aug 30, 2004 to May 15, 2026
Aug 30, 2004 to May 15, 2026
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