Varonis Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:82.87% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4003 | 8.20 | |
| 0.0148 | 4.68 | |
| 0.9043 | 163.62 | |
| 0.0868 | 11.95 |
Estimation Period:
Feb 28, 2014 to Feb 6, 2026
Feb 28, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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