Pagaya Technologies Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:142.08% (-23.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1444 | 9.96 | |
| 0.1196 | 55.81 | |
| 0.9963 | 2,522.21 | |
| 2.6033 | 372.05 |
Estimation Period:
Feb 25, 2021 to Feb 13, 2026
Feb 25, 2021 to Feb 13, 2026
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