MSP Recovery Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:288.24% (-22.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1513 | 1.84 | |
| 0.3468 | 0.78 | |
| 0.6531 | 1.47 | |
| -14.6712 | -2.80 | |
| 15.0703 | 1.70 | |
| 16.7764 | 1.99 | |
| -33.4933 | -2.90 | |
| 26.3691 | 2.28 | |
| -20.4088 | -1.89 | |
| 15.1333 | 1.60 | |
| -4.4642 | -0.54 | |
| -2.6914 | -0.28 | |
| 6.4125 | 0.34 |
Estimation Period:
Aug 14, 2020 to Feb 13, 2026
Aug 14, 2020 to Feb 13, 2026
News Impact Curve
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