OZE Capital SA GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
51.68%
increased by 0.34%
1 Week
56.71%
increased by 5.37%
1 Month
68.61%
increased by 17.27%
Analysis last updated: Friday, June 12, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7895 | 14.75 | |
| 0.1048 | 12.40 | |
| 0.8114 | 105.63 | |
| 0.0469 | 3.32 |
Estimation Period:
Dec 23, 2010 to Jun 5, 2026
Dec 23, 2010 to Jun 5, 2026
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