T1 Energy 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 Wednesday, June 10th, 2026
1 Day
170.43%
decreased by 7.51%
1 Week
170.47%
decreased by 7.47%
1 Month
170.61%
decreased by 7.33%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 3.91 | |
| 0.1575 | 9.95 | |
| 0.8674 | 105.91 | |
| -0.0499 | -2.35 |
Estimation Period:
Nov 26, 2019 to Jun 5, 2026
Nov 26, 2019 to Jun 5, 2026
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