Rocket Lab Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:97.47% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6959 | 3.81 | |
| 0.0997 | 5.63 | |
| 0.8940 | 106.91 | |
| -0.0417 | -1.51 |
Estimation Period:
Sep 25, 2020 to Feb 6, 2026
Sep 25, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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