Wang & LEE Group Inc 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 Monday, May 25th, 2026
1 Day
204.61%
decreased by 1.48%
1 Week
206.61%
increased by 0.52%
1 Month
214.45%
increased by 8.36%
Analysis last updated: Saturday, May 23, 2026 at 11:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6374 | 3.30 | |
| 0.0344 | 7.05 | |
| 0.9482 | 157.90 | |
| 0.0347 | 3.70 |
Estimation Period:
Apr 20, 2023 to May 22, 2026
Apr 20, 2023 to May 22, 2026
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