G-Devs SA GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
64.24%
increased by 1.80%
1 Week
79.31%
increased by 16.87%
1 Month
115.08%
increased by 52.64%
Analysis last updated: Friday, June 26, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.35 | |
| 0.4670 | 5.55 | |
| 0.5177 | 18.81 | |
| -0.0372 | -0.36 |
Estimation Period:
Nov 4, 2024 to Jun 19, 2026
Nov 4, 2024 to Jun 19, 2026
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