Marex Group PLC GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
42.52%
increased by 0.80%
1 Week
43.03%
increased by 1.31%
1 Month
44.33%
increased by 2.61%
Analysis last updated: Friday, May 22, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5699 | 6.98 | |
| 0.0506 | 5.42 | |
| 0.8222 | 39.53 | |
| 0.1211 | 4.22 |
Estimation Period:
Apr 25, 2024 to May 22, 2026
Apr 25, 2024 to May 22, 2026
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