Netflix Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
43.35%
increased by 0.60%
1 Week
43.49%
increased by 0.74%
1 Month
44.02%
increased by 1.27%
Analysis last updated: Tuesday, June 16, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 4.45 | |
| 0.0024 | 4.44 | |
| 0.9842 | 841.91 | |
| 0.0166 | 7.09 |
Estimation Period:
May 24, 2002 to Jun 12, 2026
May 24, 2002 to Jun 12, 2026
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