Metair Investments Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
46.46%
increased by 0.57%
1 Week
46.58%
increased by 0.69%
1 Month
47.05%
increased by 1.16%
Analysis last updated: Tuesday, June 23, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 9.50 | |
| 0.0175 | 8.45 | |
| 0.9630 | 537.06 | |
| 0.0357 | 7.66 |
Estimation Period:
Jan 17, 1990 to Jun 19, 2026
Jan 17, 1990 to Jun 19, 2026
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