MetLife Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.59% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 16.66 | |
| 0.0272 | 11.88 | |
| 0.8959 | 327.92 | |
| 0.1146 | 17.67 |
Estimation Period:
Apr 5, 2000 to Feb 6, 2026
Apr 5, 2000 to Feb 6, 2026
News Impact Curve
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