Sphere Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:79.43% (-9.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.66 | |
| 0.2924 | 7.73 | |
| 0.6372 | 30.52 | |
| -0.2553 | -6.18 |
Estimation Period:
Mar 23, 2021 to Jan 30, 2026
Mar 23, 2021 to Jan 30, 2026
News Impact Curve
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