LQR House 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 Tuesday, May 26th, 2026
1 Day
100.82%
increased by 1.91%
1 Week
112.62%
increased by 13.71%
1 Month
150.88%
increased by 51.97%
Analysis last updated: Friday, May 22, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.05 | |
| 0.3616 | 5.08 | |
| 0.7707 | 57.25 | |
| -0.2646 | -3.59 |
Estimation Period:
Aug 10, 2023 to May 22, 2026
Aug 10, 2023 to May 22, 2026
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