XTB S A GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
45.71%
decreased by 0.80%
1 Week
46.53%
increased by 0.02%
1 Month
47.53%
increased by 1.02%
Analysis last updated: Saturday, June 13, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9791 | 7.64 | |
| 0.0798 | 3.71 | |
| 0.7112 | 24.94 | |
| -0.0143 | -0.39 |
Estimation Period:
Mar 4, 2021 to Jun 12, 2026
Mar 4, 2021 to Jun 12, 2026
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