Wawel Sa GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.47%
decreased by 0.50%
1 Week
22.50%
increased by 2.53%
1 Month
28.58%
increased by 8.61%
Analysis last updated: Thursday, May 21, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3943 | 24.95 | |
| 0.2038 | 22.41 | |
| 0.7012 | 96.40 | |
| 0.0296 | 2.01 |
Estimation Period:
Jul 30, 1998 to May 15, 2026
Jul 30, 1998 to May 15, 2026
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