Datamatics Global Services GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
46.84%
decreased by 1.02%
1 Week
47.82%
decreased by 0.04%
1 Month
50.43%
increased by 2.57%
Analysis last updated: Friday, June 12, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6999 | 16.86 | |
| 0.0816 | 16.25 | |
| 0.8488 | 132.14 | |
| 0.0231 | 2.33 |
Estimation Period:
Sep 1, 2004 to Jun 5, 2026
Sep 1, 2004 to Jun 5, 2026
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