Megachips Corp GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
60.56%
decreased by 2.17%
1 Week
60.31%
decreased by 2.42%
1 Month
59.42%
decreased by 3.31%
Analysis last updated: Thursday, May 21, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1843 | 12.45 | |
| 0.0454 | 16.07 | |
| 0.9164 | 295.80 | |
| 0.0428 | 5.69 |
Estimation Period:
Aug 17, 1998 to May 15, 2026
Aug 17, 1998 to May 15, 2026
Other Megachips Corp Analyses
Other GJR-GARCH Analyses on International Equities