Nexstar Media Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.93% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1631 | 16.64 | |
| 0.0510 | 15.75 | |
| 0.8936 | 318.35 | |
| 0.0880 | 13.34 |
Estimation Period:
Nov 24, 2003 to Feb 6, 2026
Nov 24, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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