Blackedge Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
36.63%
increased by 1.38%
1 Week
36.50%
increased by 1.25%
1 Month
36.01%
increased by 0.76%
Analysis last updated: Friday, June 12, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 6.87 | |
| 0.0517 | 7.69 | |
| 0.9566 | 331.34 | |
| -0.0295 | -3.64 |
Estimation Period:
Feb 9, 2021 to Jun 11, 2026
Feb 9, 2021 to Jun 11, 2026
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