Brand Engagement Network Inc 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 29th, 2026
1 Day
121.72%
decreased by 9.68%
1 Week
121.73%
decreased by 9.67%
1 Month
121.77%
decreased by 9.63%
Analysis last updated: Friday, June 26, 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 | |
|---|---|---|
| 0.0046 | 4.65 | |
| 0.1589 | 3.27 | |
| 0.8567 | 58.98 | |
| -0.0312 | -0.57 |
Estimation Period:
Mar 2, 2021 to Jun 26, 2026
Mar 2, 2021 to Jun 26, 2026
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