Similarweb Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.56% (-13.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8250 | 10.10 | |
| 0.1264 | 5.70 | |
| 0.6088 | 24.10 | |
| 0.0407 | 0.92 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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