Verisk Analytics Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.48%
decreased by 1.00%
1 Week
23.37%
decreased by 1.11%
1 Month
23.14%
decreased by 1.34%
Analysis last updated: Tuesday, June 9, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2011 | 15.19 | |
| 0.0140 | 4.31 | |
| 0.8120 | 102.25 | |
| 0.1546 | 12.91 |
Estimation Period:
Oct 7, 2009 to Jun 5, 2026
Oct 7, 2009 to Jun 5, 2026
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