Techmatrix Corp GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.98%
decreased by 3.40%
1 Week
45.99%
decreased by 0.39%
1 Month
48.39%
increased by 2.01%
Analysis last updated: Thursday, May 21, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0274 | 23.39 | |
| 0.1937 | 13.07 | |
| 0.3972 | 25.18 | |
| 0.1904 | 5.06 |
Estimation Period:
Feb 18, 2005 to May 15, 2026
Feb 18, 2005 to May 15, 2026
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