Purple Innovation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.88% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1043 | 7.98 | |
| 0.0757 | 7.49 | |
| 0.9134 | 172.60 | |
| 0.0218 | 1.30 |
Estimation Period:
Oct 29, 2015 to Feb 6, 2026
Oct 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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