V-Lab: Region Group GJR-GARCH Volatility Analysis

V-Lab

Region Group GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:16.01% (-0.08%)

Analysis last updated: Tuesday, June 3, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0263	11.81
$α$	0.0323	8.64
$β$	0.9425	282.78
$γ$	0.0183	1.91

Estimation Period:
Nov 26, 2012 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts