Netflix Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.28%
increased by 0.06%
1 Week
32.76%
increased by 0.54%
1 Month
34.54%
increased by 2.32%
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 | |
|---|---|---|
| 14.7742 | 3.58 | |
| 0.0477 | 58.70 | |
| 0.9942 | 654.48 | |
| 3.2452 | 29.46 |
Estimation Period:
May 24, 2002 to Jun 12, 2026
May 24, 2002 to Jun 12, 2026
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