Autozi Internet Techn Globl 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
131.07%
decreased by 4.27%
1 Week
138.72%
increased by 3.38%
1 Month
165.86%
increased by 30.52%
Analysis last updated: Friday, May 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0991 | 2.50 | |
| 0.0428 | 3.18 | |
| 0.8798 | 56.81 | |
| 0.1547 | 2.19 |
Estimation Period:
Aug 28, 2024 to May 22, 2026
Aug 28, 2024 to May 22, 2026
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