Etsy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.95% (+20.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8829 | 9.94 | |
| 0.0824 | 9.15 | |
| 0.8603 | 95.00 | |
| -0.0145 | -1.10 |
Estimation Period:
Apr 16, 2015 to Feb 6, 2026
Apr 16, 2015 to Feb 6, 2026
News Impact Curve
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