MSP Recovery Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:283.40% (-15.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.30 | |
| 0.0816 | 1.66 | |
| 0.8863 | 32.21 | |
| 0.0641 | 1.85 |
Estimation Period:
Aug 14, 2020 to Feb 6, 2026
Aug 14, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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