General Interface Solution GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
72.39%
increased by 3.18%
1 Week
71.92%
increased by 2.71%
1 Month
70.12%
increased by 0.91%
Analysis last updated: Thursday, May 21, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 9.02 | |
| 0.0525 | 12.12 | |
| 0.9305 | 265.17 | |
| 0.0121 | 1.65 |
Estimation Period:
Jun 12, 2015 to May 15, 2026
Jun 12, 2015 to May 15, 2026
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