IDT Corp GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
34.18%
decreased by 0.86%
1 Week
35.89%
increased by 0.85%
1 Month
41.27%
increased by 6.23%
Analysis last updated: Saturday, June 13, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3439 | 13.22 | |
| 0.1100 | 19.24 | |
| 0.8681 | 161.75 |
Estimation Period:
May 11, 2001 to Jun 12, 2026
May 11, 2001 to Jun 12, 2026
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