Expensify Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.82% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5887 | 8.72 | |
| 0.0798 | 1.29 | |
| 0.0000 | 0.00 | |
| 1.1737 | 3.81 | |
| -1.8243 | -3.14 | |
| 0.6131 | 0.91 |
Estimation Period:
Nov 10, 2021 to Feb 6, 2026
Nov 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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