GMO TECH Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
23.59%
decreased by 0.29%
1 Week
24.74%
increased by 0.86%
1 Month
26.12%
increased by 2.24%
Analysis last updated: Thursday, May 21, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6067 | 4.81 | |
| 0.1576 | 2.18 | |
| 0.7082 | 16.34 | |
| -0.1576 | -2.06 |
Estimation Period:
Oct 1, 2025 to May 15, 2026
Oct 1, 2025 to May 15, 2026
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