Arq Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
48.88%
decreased by 3.51%
1 Week
57.60%
increased by 5.21%
1 Month
83.83%
increased by 31.44%
Analysis last updated: Friday, May 22, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8407 | 19.28 | |
| 0.2277 | 14.24 | |
| 0.6765 | 72.43 | |
| 0.1916 | 4.95 |
Estimation Period:
Oct 22, 2003 to May 22, 2026
Oct 22, 2003 to May 22, 2026
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