Spotify Technology SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.91% (-12.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5753 | 11.13 | |
| 0.0525 | 4.79 | |
| 0.5923 | 23.53 | |
| 0.2562 | 3.99 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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