V-Lab: ATA Creativity Global GJR-GARCH Volatility Analysis

V-Lab

ATA Creativity Global GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:57.22% (-4.17%)

Analysis last updated: Wednesday, June 18, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	14.52
$α$	0.3732	10.86
$β$	0.5015	28.93
$γ$	-0.0385	-0.65

Estimation Period:
Jan 29, 2008 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts