Meta Platforms Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
42.98%
decreased by 1.06%
1 Week
42.50%
decreased by 1.54%
1 Month
41.25%
decreased by 2.79%
Analysis last updated: Wednesday, June 10, 2026 at 12:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4312 | 2.72 | |
| 0.0000 | 0.00 | |
| 0.8963 | 51.22 | |
| 0.0661 | 2.04 |
Estimation Period:
Feb 5, 2025 to Jun 5, 2026
Feb 5, 2025 to Jun 5, 2026
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