Bridger Aerospace GP HLD Inc GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
90.79%
decreased by 5.17%
1 Week
90.80%
decreased by 5.16%
1 Month
90.86%
decreased by 5.10%
Analysis last updated: Friday, May 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 7.17 | |
| 0.1122 | 8.29 | |
| 0.8878 | 92.90 |
Estimation Period:
Jan 22, 2021 to May 22, 2026
Jan 22, 2021 to May 22, 2026
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