US Bancorp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.89%
decreased by 0.79%
1 Week
27.06%
decreased by 0.62%
1 Month
27.69%
increased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 15.94 | |
| 0.0422 | 21.10 | |
| 0.9162 | 583.20 | |
| 0.0793 | 15.69 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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