Society Pass 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 15th, 2026
1 Day
146.02%
decreased by 20.57%
1 Week
154.41%
decreased by 12.18%
1 Month
184.18%
increased by 17.59%
Analysis last updated: Saturday, June 13, 2026 at 01:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.67 | |
| 0.2600 | 5.06 | |
| 0.7170 | 38.43 | |
| 0.0459 | 0.64 |
Estimation Period:
Nov 9, 2021 to Jun 12, 2026
Nov 9, 2021 to Jun 12, 2026
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