Bridger Aerospace GP HLD Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
87.75%
decreased by 4.51%
1 Week
87.77%
decreased by 4.49%
1 Month
87.83%
decreased by 4.43%
Analysis last updated: Friday, June 12, 2026 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 3.17 | |
| 0.0882 | 7.39 | |
| 0.8866 | 91.22 | |
| 0.0503 | 2.16 |
Estimation Period:
Jan 22, 2021 to Jun 12, 2026
Jan 22, 2021 to Jun 12, 2026
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