The One Enterprise Public Co GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
37.03%
decreased by 0.02%
1 Week
37.04%
decreased by 0.01%
1 Month
37.05%
decreased by 0.00%
Analysis last updated: Thursday, May 21, 2026 at 08:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5326 | 6.75 | |
| 0.0014 | 0.41 | |
| 0.9016 | 61.16 | |
| -0.0014 | -0.16 |
Estimation Period:
Nov 5, 2021 to May 15, 2026
Nov 5, 2021 to May 15, 2026
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