Netflix Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.36% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 6.67 | |
| 0.0625 | 17.92 | |
| 0.9883 | 563.13 | |
| -0.0337 | -9.70 |
Estimation Period:
May 24, 2002 to Feb 20, 2026
May 24, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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