Isewan Terminal Service Co GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
19.79%
decreased by 0.70%
1 Week
20.15%
decreased by 0.34%
1 Month
21.54%
increased by 1.05%
Analysis last updated: Saturday, June 13, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 14.73 | |
| 0.0679 | 18.91 | |
| 0.9125 | 394.49 | |
| 0.0392 | 4.51 |
Estimation Period:
Oct 1, 1993 to Jun 12, 2026
Oct 1, 1993 to Jun 12, 2026
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