Meta Platforms Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
40.02%
decreased by 0.28%
1 Week
40.04%
decreased by 0.26%
1 Month
40.09%
decreased by 0.21%
Analysis last updated: Friday, May 22, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 3.38 | |
| 0.0017 | 1.65 | |
| 0.9830 | 541.87 | |
| 0.0246 | 8.52 |
Estimation Period:
May 18, 2012 to May 22, 2026
May 18, 2012 to May 22, 2026
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