Albert David GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
44.99%
decreased by 2.40%
1 Week
45.18%
decreased by 2.21%
1 Month
45.68%
decreased by 1.71%
Analysis last updated: Thursday, May 21, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5936 | 15.87 | |
| 0.1274 | 13.33 | |
| 0.8215 | 94.95 | |
| -0.0365 | -2.70 |
Estimation Period:
Jan 5, 2010 to May 15, 2026
Jan 5, 2010 to May 15, 2026
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