Netflix Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
41.95%
increased by 0.14%
1 Week
42.56%
increased by 0.75%
1 Month
44.96%
increased by 3.15%
Analysis last updated: Friday, June 12, 2026 at 11:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 6.74 | |
| 0.0619 | 17.95 | |
| 0.9885 | 575.71 | |
| -0.0329 | -9.54 |
Estimation Period:
May 24, 2002 to Jun 12, 2026
May 24, 2002 to Jun 12, 2026
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