Spotify Technology SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:83.81% (+8.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0977 | 8.25 | |
| 0.0764 | 5.40 | |
| 0.7923 | 39.09 | |
| 0.0340 | 1.47 |
Estimation Period:
Apr 4, 2018 to Feb 6, 2026
Apr 4, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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