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 Monday, June 15th, 2026
1 Day
109.56%
decreased by 4.54%
1 Week
109.58%
decreased by 4.52%
1 Month
109.66%
decreased by 4.44%
Analysis last updated: Friday, June 12, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 2.94 | |
| 0.0481 | 2.53 | |
| 0.9205 | 66.58 | |
| 0.0627 | 3.40 |
Estimation Period:
Jun 27, 2017 to Jun 12, 2026
Jun 27, 2017 to Jun 12, 2026
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