Meta Platforms Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.66% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 3.32 | |
| 0.0018 | 1.73 | |
| 0.9828 | 535.59 | |
| 0.0248 | 8.38 |
Estimation Period:
May 18, 2012 to Feb 6, 2026
May 18, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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