Pagaya Technologies Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:110.74% (-19.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2362 | 9.94 | |
| 0.5254 | 14.45 | |
| 0.0130 | 0.36 | |
| 10.0000 | 0.01 | |
| 0.0009 | 0.01 | |
| 0.8249 | 0.04 |
Estimation Period:
Feb 25, 2021 to Feb 13, 2026
Feb 25, 2021 to Feb 13, 2026
News Impact Curve
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