Coil GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
32.28%
decreased by 0.03%
1 Week
37.53%
increased by 5.22%
1 Month
46.42%
increased by 14.11%
Analysis last updated: Thursday, May 21, 2026 at 06:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2819 | 21.67 | |
| 0.1871 | 15.36 | |
| 0.6885 | 71.38 | |
| 0.0228 | 0.97 |
Estimation Period:
Dec 7, 1999 to May 15, 2026
Dec 7, 1999 to May 15, 2026
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