Profrac Holding Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:73.27% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5106 | 7.01 | |
| 0.0512 | 4.12 | |
| 0.8266 | 44.65 | |
| 0.0419 | 1.59 |
Estimation Period:
May 13, 2022 to Feb 6, 2026
May 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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