Theta Edge Berhad GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
55.06%
decreased by 1.75%
1 Week
58.98%
increased by 2.17%
1 Month
69.89%
increased by 13.08%
Analysis last updated: Thursday, May 21, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3696 | 17.48 | |
| 0.1169 | 15.77 | |
| 0.8325 | 151.01 | |
| 0.0265 | 1.81 |
Estimation Period:
Aug 24, 1995 to May 15, 2026
Aug 24, 1995 to May 15, 2026
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