T1 Energy Inc AGARCH 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
173.22%
decreased by 39.13%
1 Week
235.90%
increased by 23.55%
1 Month
1,177.16%
increased by 964.81%
Analysis last updated: Saturday, June 13, 2026 at 12:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 2.68 | |
| 0.6477 | 14.29 | |
| 0.6653 | 55.95 | |
| -0.0382 | -1.61 |
Estimation Period:
Nov 26, 2019 to Jun 12, 2026
Nov 26, 2019 to Jun 12, 2026
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