Meta Platforms Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.17% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3654 | 3.24 | |
| 0.1087 | 3.80 | |
| 0.6832 | 9.73 | |
| -0.7766 | -1.09 | |
| 1.2987 | 1.37 | |
| -1.0329 | -2.03 | |
| 1.5559 | 2.95 | |
| -1.9307 | -2.73 | |
| 1.2026 | 1.73 | |
| 0.0213 | 0.05 | |
| -1.0954 | -1.95 | |
| 1.1607 | 1.49 | |
| -0.2992 | -0.32 |
Estimation Period:
May 18, 2012 to Feb 6, 2026
May 18, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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