Sphere Entertainment Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.00% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0013 | 8.90 | |
| 0.0131 | 2.23 | |
| 0.7460 | 30.69 | |
| 0.0772 | 3.54 |
Estimation Period:
Apr 10, 2020 to Feb 6, 2026
Apr 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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