Blackedge Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
35.85%
decreased by 0.75%
1 Week
35.73%
decreased by 0.87%
1 Month
35.26%
decreased by 1.34%
Analysis last updated: Saturday, June 13, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 6.88 | |
| 0.0517 | 7.68 | |
| 0.9565 | 330.17 | |
| -0.0295 | -3.64 |
Estimation Period:
Feb 9, 2021 to Jun 12, 2026
Feb 9, 2021 to Jun 12, 2026
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