eXp World Holdings, Inc. GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
55.00%
decreased by 0.36%
1 Week
55.16%
decreased by 0.20%
1 Month
55.77%
increased by 0.41%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 0.1251 | 6.07 | |
| 0.0216 | 4.38 | |
| 0.9745 | 287.20 | |
| -0.0071 | -1.54 |
Estimation Period:
Jan 29, 2014 to Jun 12, 2026
Jan 29, 2014 to Jun 12, 2026
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