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, June 12th, 2026
1 Day
42.30%
decreased by 2.23%
1 Week
44.14%
decreased by 0.39%
1 Month
50.86%
increased by 6.33%
Analysis last updated: Friday, June 12, 2026 at 11:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3166 | 18.95 | |
| 0.0922 | 16.08 | |
| 0.8323 | 198.82 | |
| 0.1511 | 7.51 |
Estimation Period:
Jan 24, 1990 to Jun 5, 2026
Jan 24, 1990 to Jun 5, 2026
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