Centiel AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
79.33%
increased by 9.67%
1 Week
79.36%
increased by 9.70%
1 Month
79.49%
increased by 9.83%
Analysis last updated: Saturday, May 23, 2026 at 04:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0947 | 10.34 | |
| 0.0857 | 12.13 | |
| 0.8840 | 318.34 | |
| 0.0537 | 3.65 |
Estimation Period:
Aug 29, 2006 to May 15, 2026
Aug 29, 2006 to May 15, 2026
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