MSP Recovery Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:220.74% (-13.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.31 | |
| 0.0811 | 1.67 | |
| 0.8862 | 32.29 | |
| 0.0655 | 1.91 |
Estimation Period:
Aug 14, 2020 to Feb 20, 2026
Aug 14, 2020 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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