Universal Music Group N V GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.01% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5254 | 3.96 | |
| 0.0331 | 2.22 | |
| 0.8047 | 21.04 | |
| 0.0199 | 0.81 |
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Sep 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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