IAC Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.48% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1515 | 14.35 | |
| 0.1969 | 9.57 | |
| 0.6571 | 39.19 | |
| -0.0678 | -2.45 |
Estimation Period:
Mar 11, 2016 to Feb 6, 2026
Mar 11, 2016 to Feb 6, 2026
News Impact Curve
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