Universal Music Group N V GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.87% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1913 | 4.69 | |
| 0.0000 | 0.00 | |
| 0.9258 | 79.81 | |
| 0.0297 | 3.65 |
Estimation Period:
Sep 27, 2021 to Feb 6, 2026
Sep 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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