Rivian Automotive Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.33% (+5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9872 | 10.94 | |
| 0.1051 | 6.78 | |
| 0.7063 | 29.21 | |
| 0.0409 | 1.55 |
Estimation Period:
Nov 10, 2021 to Feb 6, 2026
Nov 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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