OZE Capital SA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
60.69%
decreased by 2.17%
1 Week
64.15%
increased by 1.29%
1 Month
72.79%
increased by 9.93%
Analysis last updated: Thursday, May 21, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7915 | 14.82 | |
| 0.1040 | 12.38 | |
| 0.8121 | 105.86 | |
| 0.0473 | 3.36 |
Estimation Period:
Dec 23, 2010 to May 15, 2026
Dec 23, 2010 to May 15, 2026
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