Polaris Group GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
57.94%
decreased by 3.34%
1 Week
58.09%
decreased by 3.19%
1 Month
58.55%
decreased by 2.73%
Analysis last updated: Thursday, May 21, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6565 | 10.08 | |
| 0.1190 | 9.00 | |
| 0.8499 | 74.70 | |
| -0.0309 | -1.77 |
Estimation Period:
Feb 15, 2016 to May 15, 2026
Feb 15, 2016 to May 15, 2026
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