XTB S A GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.64%
decreased by 4.05%
1 Week
51.09%
decreased by 5.60%
1 Month
49.15%
decreased by 7.54%
Analysis last updated: Thursday, May 21, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0403 | 7.99 | |
| 0.0840 | 3.78 | |
| 0.7003 | 24.80 | |
| -0.0120 | -0.31 |
Estimation Period:
Mar 4, 2021 to May 15, 2026
Mar 4, 2021 to May 15, 2026
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