Lemonade Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:85.11% (+7.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0788 | 1.74 | |
| 0.7192 | 15.76 | |
| -0.0788 | -1.50 | |
| 10.0000 | 0.03 | |
| 0.0209 | 0.03 | |
| 0.5953 | 0.04 |
Estimation Period:
Jul 3, 2020 to Feb 6, 2026
Jul 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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