Meta Platforms Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
41.70%
decreased by 0.29%
1 Week
41.70%
decreased by 0.29%
1 Month
41.72%
decreased by 0.27%
Analysis last updated: Friday, June 12, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 3.37 | |
| 0.0017 | 1.63 | |
| 0.9830 | 543.09 | |
| 0.0246 | 8.53 |
Estimation Period:
May 18, 2012 to Jun 12, 2026
May 18, 2012 to Jun 12, 2026
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