MBIA 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 Wednesday, June 10th, 2026
1 Day
50.44%
decreased by 0.60%
1 Week
50.51%
decreased by 0.53%
1 Month
50.77%
decreased by 0.27%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 7.15 | |
| 0.0076 | 8.03 | |
| 0.9695 | 852.68 | |
| 0.0458 | 19.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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