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 Thursday, May 21st, 2026
1 Day
22.75%
decreased by 0.90%
1 Week
23.07%
decreased by 0.58%
1 Month
24.29%
increased by 0.64%
Analysis last updated: Thursday, May 21, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 14.74 | |
| 0.0681 | 18.89 | |
| 0.9123 | 393.25 | |
| 0.0392 | 4.50 |
Estimation Period:
Oct 1, 1993 to May 15, 2026
Oct 1, 1993 to May 15, 2026
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