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 Monday, June 15th, 2026
1 Day
48.29%
decreased by 0.72%
1 Week
48.36%
decreased by 0.65%
1 Month
48.63%
decreased by 0.38%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 7.14 | |
| 0.0076 | 8.03 | |
| 0.9695 | 853.45 | |
| 0.0458 | 19.25 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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