Urbana Corp GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.93%
decreased by 1.11%
1 Week
37.59%
increased by 1.55%
1 Month
46.74%
increased by 10.70%
Analysis last updated: Thursday, May 21, 2026 at 01:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3828 | 17.71 | |
| 0.1939 | 26.71 | |
| 0.8061 | 164.91 |
Estimation Period:
Jan 24, 1990 to May 15, 2026
Jan 24, 1990 to May 15, 2026
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