Calidi Biotherapeutics 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 Wednesday, June 17th, 2026
1 Day
70.03%
decreased by 9.11%
1 Week
70.05%
decreased by 9.09%
1 Month
70.14%
decreased by 9.00%
Analysis last updated: Tuesday, June 16, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 2.49 | |
| 0.3177 | 2.42 | |
| 0.7600 | 23.83 | |
| -0.1553 | -1.26 |
Estimation Period:
Sep 10, 2021 to Jun 12, 2026
Sep 10, 2021 to Jun 12, 2026
Other Calidi Biotherapeutics Inc Analyses
Other GJR-GARCH Analyses on Equities