Netflix Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.93% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 4.48 | |
| 0.0025 | 4.59 | |
| 0.9839 | 812.44 | |
| 0.0169 | 7.06 |
Estimation Period:
May 24, 2002 to Feb 20, 2026
May 24, 2002 to Feb 20, 2026
News Impact Curve
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