Rocket One 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, June 29th, 2026
1 Day
154.82%
increased by 2.91%
1 Week
162.76%
increased by 10.85%
1 Month
191.23%
increased by 39.32%
Analysis last updated: Friday, June 26, 2026 at 10:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.75 | |
| 0.4192 | 6.15 | |
| 0.6665 | 28.75 | |
| -0.1715 | -2.49 |
Estimation Period:
Feb 18, 2019 to Jun 26, 2026
Feb 18, 2019 to Jun 26, 2026
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