8x8 Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
91.86%
decreased by 1.03%
1 Week
92.00%
decreased by 0.89%
1 Month
92.55%
decreased by 0.34%
Analysis last updated: Friday, June 12, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 5.28 | |
| 0.0155 | 13.14 | |
| 0.9727 | 805.88 | |
| 0.0235 | 7.43 |
Estimation Period:
Jul 2, 1997 to Jun 12, 2026
Jul 2, 1997 to Jun 12, 2026
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