MSP Recovery 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 Tuesday, June 9th, 2026
1 Day
119.25%
increased by 8.51%
1 Week
119.27%
increased by 8.53%
1 Month
119.35%
increased by 8.61%
Analysis last updated: Tuesday, June 9, 2026 at 01:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.33 | |
| 0.0806 | 1.72 | |
| 0.8866 | 32.71 | |
| 0.0655 | 1.99 |
Estimation Period:
Aug 14, 2020 to Jun 5, 2026
Aug 14, 2020 to Jun 5, 2026
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