Universal Music Group N V GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.35% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3558 | 10.57 | |
| 0.2028 | 8.26 | |
| 0.3846 | 7.49 | |
| 0.1889 | 1.92 |
Estimation Period:
Sep 22, 2021 to Feb 6, 2026
Sep 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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