Lemonade Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.21% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.34 | |
| 0.0862 | 8.39 | |
| 0.7580 | 28.56 | |
| -0.0500 | -4.46 |
Estimation Period:
Jul 3, 2020 to Feb 6, 2026
Jul 3, 2020 to Feb 6, 2026
News Impact Curve
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