Expedia Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:67.77% (-5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9418 | 12.05 | |
| 0.0215 | 7.73 | |
| 0.7827 | 87.83 | |
| 0.1684 | 10.92 |
Estimation Period:
Jul 20, 2005 to Feb 13, 2026
Jul 20, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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