Netflix Inc Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
27.10%
unchanged at 0.00%
1 Week
27.10%
unchanged at 0.00%
1 Month
27.10%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.6401 | 2.03 | |
| 0.0000 | 0.00 | |
| 1.0000 | 10.08 | |
| -74.0962 | -1.37 | |
| 88.5937 | 0.92 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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