Datamatics Global Services GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.60%
increased by 1.29%
1 Week
47.62%
increased by 2.31%
1 Month
50.32%
increased by 5.01%
Analysis last updated: Thursday, May 21, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7017 | 16.86 | |
| 0.0818 | 16.27 | |
| 0.8484 | 131.79 | |
| 0.0234 | 2.35 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
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