Peloton Interactive Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:85.82% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.04 | |
| 0.0350 | 2.38 | |
| 0.8007 | 13.92 | |
| -0.0236 | -1.45 |
Estimation Period:
Sep 26, 2019 to Feb 6, 2026
Sep 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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