Unified Data- Tech Solutions GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
56.80%
increased by 5.83%
1 Week
54.57%
increased by 3.60%
1 Month
53.31%
increased by 2.34%
Analysis last updated: Thursday, May 21, 2026 at 07:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.20 | |
| 0.0718 | 1.37 | |
| 0.5136 | 4.96 | |
| -0.0718 | -1.11 |
Estimation Period:
May 29, 2025 to May 15, 2026
May 29, 2025 to May 15, 2026
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