High-Trend International Group 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 Wednesday, June 10th, 2026
1 Day
320.73%
decreased by 1.58%
1 Week
320.80%
decreased by 1.51%
1 Month
321.10%
decreased by 1.21%
Analysis last updated: Tuesday, June 9, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0949 | 3.58 | |
| 0.0594 | 4.41 | |
| 0.8676 | 32.56 | |
| 0.1460 | 1.70 |
Estimation Period:
Sep 14, 2021 to Jun 5, 2026
Sep 14, 2021 to Jun 5, 2026
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