Emerald Holding Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.75% (-5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2368 | 10.33 | |
| 0.0734 | 10.40 | |
| 0.8759 | 147.38 | |
| 0.1011 | 5.01 |
Estimation Period:
Apr 28, 2017 to Feb 6, 2026
Apr 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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