Amrest Holdings Se GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
30.24%
decreased by 0.53%
1 Week
30.74%
decreased by 0.03%
1 Month
32.22%
increased by 1.45%
Analysis last updated: Friday, June 26, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2088 | 16.35 | |
| 0.0541 | 12.83 | |
| 0.8823 | 176.24 | |
| 0.0467 | 6.19 |
Estimation Period:
Apr 27, 2005 to Jun 19, 2026
Apr 27, 2005 to Jun 19, 2026
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