Wawel Sa GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.15%
decreased by 1.69%
1 Week
26.07%
increased by 0.23%
1 Month
30.26%
increased by 4.42%
Analysis last updated: Friday, June 12, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3934 | 25.02 | |
| 0.2038 | 22.41 | |
| 0.7018 | 96.82 | |
| 0.0284 | 1.93 |
Estimation Period:
Jul 30, 1998 to Jun 5, 2026
Jul 30, 1998 to Jun 5, 2026
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