REE Automotive Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.79% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.96 | |
| 0.3264 | 7.62 | |
| 0.7025 | 44.86 | |
| -0.1846 | -3.48 |
Estimation Period:
Nov 24, 2020 to Feb 6, 2026
Nov 24, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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