Netflix Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
43.33%
decreased by 0.16%
1 Week
43.47%
decreased by 0.02%
1 Month
44.00%
increased by 0.51%
Analysis last updated: Monday, June 8, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 4.47 | |
| 0.0024 | 4.37 | |
| 0.9842 | 840.45 | |
| 0.0167 | 7.13 |
Estimation Period:
May 24, 2002 to Jun 5, 2026
May 24, 2002 to Jun 5, 2026
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