IDT Corp GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.74%
increased by 0.30%
1 Week
38.24%
increased by 1.80%
1 Month
43.03%
increased by 6.59%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3451 | 13.22 | |
| 0.1102 | 19.24 | |
| 0.8679 | 161.35 |
Estimation Period:
May 11, 2001 to Jun 5, 2026
May 11, 2001 to Jun 5, 2026
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