Avi Polymers Ltd 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 Thursday, May 21st, 2026
1 Day
82.45%
increased by 0.70%
1 Week
82.65%
increased by 0.90%
1 Month
83.46%
increased by 1.71%
Analysis last updated: Thursday, May 21, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 4.10 | |
| 0.1295 | 17.03 | |
| 0.8532 | 102.23 | |
| 0.0344 | 2.24 |
Estimation Period:
Dec 15, 2015 to May 15, 2026
Dec 15, 2015 to May 15, 2026
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