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 Tuesday, May 26th, 2026
1 Day
75.67%
decreased by 2.90%
1 Week
75.68%
decreased by 2.89%
1 Month
75.74%
decreased by 2.83%
Analysis last updated: Friday, May 22, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 4.51 | |
| 0.1635 | 3.26 | |
| 0.8550 | 57.89 | |
| -0.0371 | -0.64 |
Estimation Period:
Mar 2, 2021 to May 22, 2026
Mar 2, 2021 to May 22, 2026
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