GMO TECH Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
26.36%
decreased by 0.99%
1 Week
26.70%
decreased by 0.65%
1 Month
27.11%
decreased by 0.24%
Analysis last updated: Friday, June 12, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6369 | 4.69 | |
| 0.1402 | 2.07 | |
| 0.7125 | 15.82 | |
| -0.1354 | -1.87 |
Estimation Period:
Oct 1, 2025 to Jun 5, 2026
Oct 1, 2025 to Jun 5, 2026
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