PubMatic Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:64.12% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1255 | 10.25 | |
| 0.0441 | 6.32 | |
| 0.7348 | 39.37 | |
| 0.2112 | 4.56 |
Estimation Period:
Dec 9, 2020 to Feb 13, 2026
Dec 9, 2020 to Feb 13, 2026
News Impact Curve
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