Monday.Com Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.55% (-10.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4368 | 11.61 | |
| 0.1245 | 8.61 | |
| 0.7367 | 46.72 | |
| 0.0752 | 2.79 |
Estimation Period:
Jun 11, 2021 to Feb 6, 2026
Jun 11, 2021 to Feb 6, 2026
News Impact Curve
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