Centuria Capital Group GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
38.46%
decreased by 1.45%
1 Week
38.48%
decreased by 1.43%
1 Month
38.55%
decreased by 1.36%
Analysis last updated: Saturday, June 6, 2026 at 06:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0972 | 12.26 | |
| 0.0683 | 13.79 | |
| 0.9109 | 247.07 | |
| 0.0094 | 0.96 |
Estimation Period:
Mar 27, 2002 to Jun 5, 2026
Mar 27, 2002 to Jun 5, 2026
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