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 Monday, June 15th, 2026
1 Day
153.34%
decreased by 11.27%
1 Week
153.38%
decreased by 11.23%
1 Month
153.53%
decreased by 11.08%
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 | |
|---|---|---|
| 0.0239 | 3.91 | |
| 0.1576 | 9.97 | |
| 0.8673 | 105.86 | |
| -0.0499 | -2.35 |
Estimation Period:
Nov 26, 2019 to Jun 12, 2026
Nov 26, 2019 to Jun 12, 2026
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