Mind CTI Ltd 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, April 27th, 2026
1 Day
28.65%
decreased by 0.38%
1 Week
28.78%
decreased by 0.25%
1 Month
29.31%
increased by 0.28%
Analysis last updated: Friday, April 24, 2026 at 09:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 7.78 | |
| 0.0290 | 15.21 | |
| 0.9617 | 717.18 | |
| 0.0185 | 4.21 |
Estimation Period:
Aug 8, 2000 to Apr 24, 2026
Aug 8, 2000 to Apr 24, 2026
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