Dave Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:113.57% (+48.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 4.07 | |
| 0.1394 | 4.02 | |
| 0.8743 | 45.58 | |
| -0.0273 | -1.03 |
Estimation Period:
Mar 5, 2021 to Feb 6, 2026
Mar 5, 2021 to Feb 6, 2026
News Impact Curve
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