Klepierre GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.54%
decreased by 0.80%
1 Week
20.93%
decreased by 0.41%
1 Month
22.22%
increased by 0.88%
Analysis last updated: Saturday, June 13, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 25.59 | |
| 0.1009 | 42.89 | |
| 0.8738 | 332.86 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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