Red Sea Housing Services GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
28.45%
decreased by 0.74%
1 Week
29.25%
increased by 0.06%
1 Month
31.78%
increased by 2.59%
Analysis last updated: Tuesday, June 23, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1889 | 19.24 | |
| 0.1073 | 15.73 | |
| 0.8656 | 201.72 | |
| -0.0042 | -0.43 |
Estimation Period:
Jan 5, 2007 to Jun 18, 2026
Jan 5, 2007 to Jun 18, 2026
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