Autozi Internet Technology Global 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 Monday, June 15th, 2026
1 Day
345.31%
decreased by 20.19%
1 Week
348.94%
decreased by 16.56%
1 Month
363.10%
decreased by 2.40%
Analysis last updated: Friday, June 12, 2026 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.23 | |
| 0.0625 | 3.49 | |
| 0.8776 | 53.20 | |
| 0.1199 | 1.81 |
Estimation Period:
Aug 28, 2024 to Jun 12, 2026
Aug 28, 2024 to Jun 12, 2026
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