MediaAlpha Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.22% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9985 | 8.66 | |
| 0.1337 | 6.24 | |
| 0.5824 | 16.55 | |
| 0.0366 | 0.85 |
Estimation Period:
Oct 28, 2020 to Feb 6, 2026
Oct 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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