Valbiotis SA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
82.98%
decreased by 2.50%
1 Week
83.75%
decreased by 1.73%
1 Month
86.76%
increased by 1.28%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2690 | 5.44 | |
| 0.0311 | 5.69 | |
| 0.9331 | 194.53 | |
| 0.0705 | 2.37 |
Estimation Period:
Feb 15, 2021 to May 15, 2026
Feb 15, 2021 to May 15, 2026
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