Netflix Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.02% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 4.50 | |
| 0.0025 | 4.52 | |
| 0.9838 | 810.42 | |
| 0.0170 | 7.09 |
Estimation Period:
May 24, 2002 to Feb 6, 2026
May 24, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities