Similarweb Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.40% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.73 | |
| 0.1195 | 2.63 | |
| 0.5976 | 18.49 | |
| -0.0680 | -1.26 |
Estimation Period:
May 12, 2021 to Feb 6, 2026
May 12, 2021 to Feb 6, 2026
News Impact Curve
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