Pagaya Technologies Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:260.70% (-44.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1682 | 12.40 | |
| 0.6610 | 22.85 | |
| 0.9790 | 511.47 | |
| -0.2084 | -9.27 |
Estimation Period:
Feb 25, 2021 to Feb 6, 2026
Feb 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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