Iridium Communications 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 Wednesday, June 10th, 2026
1 Day
70.90%
decreased by 0.06%
1 Week
70.92%
decreased by 0.04%
1 Month
71.01%
increased by 0.05%
Analysis last updated: Tuesday, June 9, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 4.34 | |
| 0.0219 | 12.32 | |
| 0.9835 | 649.17 | |
| -0.0109 | -4.05 |
Estimation Period:
Mar 21, 2008 to Jun 5, 2026
Mar 21, 2008 to Jun 5, 2026
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