IDT Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
34.15%
decreased by 0.85%
1 Week
35.88%
increased by 0.88%
1 Month
41.31%
increased by 6.31%
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 | |
|---|---|---|
| 0.3463 | 13.23 | |
| 0.1069 | 15.35 | |
| 0.8673 | 160.95 | |
| 0.0078 | 0.81 |
Estimation Period:
May 11, 2001 to Jun 12, 2026
May 11, 2001 to Jun 12, 2026
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