Allfunds Group Limited GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.09%
decreased by 0.31%
1 Week
29.75%
increased by 1.35%
1 Month
34.17%
increased by 5.77%
Analysis last updated: Thursday, May 21, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3529 | 5.71 | |
| 0.0194 | 5.35 | |
| 0.8651 | 77.57 | |
| 0.1337 | 5.19 |
Estimation Period:
Apr 23, 2021 to May 15, 2026
Apr 23, 2021 to May 15, 2026
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