People Dreams & Technologies GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
30.72%
increased by 0.80%
1 Week
31.53%
increased by 1.61%
1 Month
34.29%
increased by 4.37%
Analysis last updated: Thursday, May 21, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1661 | 20.34 | |
| 0.0718 | 20.49 | |
| 0.9099 | 357.65 | |
| 0.0026 | 0.44 |
Estimation Period:
Jan 20, 1995 to May 15, 2026
Jan 20, 1995 to May 15, 2026
Other People Dreams & Technologies Analyses
Other GJR-GARCH Analyses on International Equities