Baird Medi INT HLD Ltd -Redh 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
31.01%
decreased by 2.91%
1 Week
31.03%
decreased by 2.89%
1 Month
31.12%
decreased by 2.80%
Analysis last updated: Friday, May 22, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 8.99 | |
| 0.0801 | 5.49 | |
| 0.8107 | 46.66 | |
| 0.2185 | 4.26 |
Estimation Period:
Oct 21, 2021 to May 22, 2026
Oct 21, 2021 to May 22, 2026
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