Metair Investments Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
63.99%
decreased by 1.06%
1 Week
64.05%
decreased by 1.00%
1 Month
64.25%
decreased by 0.80%
Analysis last updated: Thursday, May 21, 2026 at 08:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 9.00 | |
| 0.0164 | 8.18 | |
| 0.9649 | 552.97 | |
| 0.0349 | 7.81 |
Estimation Period:
Jan 17, 1990 to May 15, 2026
Jan 17, 1990 to May 15, 2026
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