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Region Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:16.00% (-0.10%)
Analysis last updated: Friday, December 12, 2025 at 08:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Region Group GJR-GARCH
paramt-stat
ω0.023211.99
α0.03208.84
β0.9444305.45
γ0.01831.98
Estimation Period:
Nov 26, 2012 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts