Riskified Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.40% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6989 | 7.46 | |
| 0.0936 | 4.81 | |
| 0.7343 | 42.69 | |
| 0.1084 | 2.86 |
Estimation Period:
Jul 29, 2021 to Feb 6, 2026
Jul 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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