Forum Markets 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 Tuesday, May 26th, 2026
1 Day
175.60%
decreased by 3.01%
1 Week
175.61%
decreased by 3.00%
1 Month
175.66%
decreased by 2.95%
Analysis last updated: Friday, May 22, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 2.95 | |
| 0.0477 | 2.50 | |
| 0.9215 | 65.97 | |
| 0.0616 | 3.34 |
Estimation Period:
Jun 27, 2017 to May 22, 2026
Jun 27, 2017 to May 22, 2026
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