Urbana Corp 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 Friday, May 22nd, 2026
1 Day
32.25%
decreased by 1.53%
1 Week
34.64%
increased by 0.86%
1 Month
42.89%
increased by 9.11%
Analysis last updated: Saturday, May 23, 2026 at 01:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3173 | 18.88 | |
| 0.0925 | 16.09 | |
| 0.8317 | 196.98 | |
| 0.1517 | 7.51 |
Estimation Period:
Jan 24, 1990 to May 15, 2026
Jan 24, 1990 to May 15, 2026
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