Centiel AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
148.22%
decreased by 8.37%
1 Week
147.95%
decreased by 8.64%
1 Month
146.90%
decreased by 9.69%
Analysis last updated: Friday, June 12, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 10.27 | |
| 0.0856 | 12.34 | |
| 0.8852 | 324.62 | |
| 0.0526 | 3.64 |
Estimation Period:
Aug 29, 2006 to Jun 5, 2026
Aug 29, 2006 to Jun 5, 2026
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