QVC Group Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
1,506.16%
increased by 254.98%
1 Week
1,506.35%
increased by 255.17%
1 Month
1,507.15%
increased by 255.97%
Analysis last updated: Saturday, May 16, 2026 at 01:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1842 | 5.96 | |
| 0.1305 | 6.36 | |
| 0.7747 | 26.64 | |
| 0.1897 | 1.24 |
Estimation Period:
May 10, 2006 to May 15, 2026
May 10, 2006 to May 15, 2026
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