Meta Platforms Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.62% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4387 | 2.64 | |
| 0.0000 | 0.00 | |
| 0.8888 | 55.25 | |
| 0.0848 | 1.87 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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