MSP Recovery Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
112.31%
decreased by 6.94%
1 Week
112.34%
decreased by 6.91%
1 Month
112.42%
decreased by 6.83%
Analysis last updated: Wednesday, June 10, 2026 at 12:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.33 | |
| 0.0806 | 1.72 | |
| 0.8866 | 32.71 | |
| 0.0655 | 1.99 |
Estimation Period:
Aug 14, 2020 to Jun 5, 2026
Aug 14, 2020 to Jun 5, 2026
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