Rocket Cos Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
75.84%
increased by 25.82%
1 Week
66.42%
increased by 16.40%
1 Month
59.46%
increased by 9.44%
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.78 | |
| 0.3219 | 5.40 | |
| 0.4238 | 17.49 | |
| -0.2722 | -4.24 |
Estimation Period:
Aug 6, 2020 to Jun 5, 2026
Aug 6, 2020 to Jun 5, 2026
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