MSP Recovery Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
110.89%
decreased by 7.39%
1 Week
121.44%
increased by 3.16%
1 Month
183.34%
increased by 65.06%
Analysis last updated: Saturday, June 13, 2026 at 01:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 0.92 | |
| 0.2120 | 5.77 | |
| 0.8789 | 55.52 | |
| -0.1166 | -3.52 |
Estimation Period:
Aug 14, 2020 to Jun 12, 2026
Aug 14, 2020 to Jun 12, 2026
Other MSP Recovery Inc Analyses
Other AGARCH Analyses on Equities