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 Tuesday, May 26th, 2026
1 Day
85.71%
decreased by 4.98%
1 Week
85.72%
decreased by 4.97%
1 Month
85.78%
decreased by 4.91%
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 | |
|---|---|---|
| 0.0052 | 3.08 | |
| 0.0865 | 7.21 | |
| 0.8867 | 90.68 | |
| 0.0537 | 2.32 |
Estimation Period:
Jan 22, 2021 to May 22, 2026
Jan 22, 2021 to May 22, 2026
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