Uni-Fuels Holdings Ltd 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 Tuesday, May 26th, 2026
1 Day
93.08%
decreased by 2.92%
1 Week
104.03%
increased by 8.03%
1 Month
139.48%
increased by 43.48%
Analysis last updated: Friday, May 22, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2822 | 6.88 | |
| 0.0786 | 6.05 | |
| 0.8178 | 28.75 | |
| 0.2071 | 2.75 |
Estimation Period:
Jan 14, 2025 to May 22, 2026
Jan 14, 2025 to May 22, 2026
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