Valid Solucoes E Servicos De GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
70.10%
increased by 0.04%
1 Week
69.53%
decreased by 0.53%
1 Month
67.42%
decreased by 2.64%
Analysis last updated: Thursday, May 21, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 17.16 | |
| 0.0382 | 15.39 | |
| 0.9133 | 365.01 | |
| 0.0710 | 9.38 |
Estimation Period:
Apr 27, 2006 to May 15, 2026
Apr 27, 2006 to May 15, 2026
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