DoubleVerify Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.36% (-7.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.72 | |
| 0.1258 | 6.07 | |
| 0.4037 | 9.74 | |
| 0.0892 | 1.90 |
Estimation Period:
Apr 21, 2021 to Feb 6, 2026
Apr 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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