MSP Recovery Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:266.67% (-14.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.31 | |
| 0.0811 | 1.67 | |
| 0.8863 | 32.30 | |
| 0.0652 | 1.90 |
Estimation Period:
Aug 14, 2020 to Feb 13, 2026
Aug 14, 2020 to Feb 13, 2026
News Impact Curve
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