Netflix Inc EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
26.96%
increased by 1.77%
1 Week
29.94%
increased by 4.75%
1 Month
34.99%
increased by 9.80%
Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3027 | 4.19 | |
| 0.1839 | 3.54 | |
| 0.8271 | 35.18 | |
| 0.3463 | 8.71 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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