Pagaya Technologies Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:157.71% (-32.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0722 | 7.98 | |
| 0.2048 | 3.38 | |
| 0.6683 | 36.57 | |
| 0.2537 | 1.01 |
Estimation Period:
Feb 25, 2021 to Feb 13, 2026
Feb 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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