Pagaya Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:109.18% (-24.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1748 | 1.46 | |
| 0.1912 | 2.95 | |
| 0.5567 | 5.30 | |
| -5.4552 | -0.77 | |
| 27.7843 | 2.70 | |
| -44.9915 | -4.74 | |
| 31.3464 | 3.27 | |
| -12.0524 | -1.88 | |
| 4.8060 | 1.07 | |
| -1.1029 | -0.23 | |
| -2.0169 | -0.45 | |
| 2.7448 | 1.03 |
Estimation Period:
Feb 25, 2021 to Feb 6, 2026
Feb 25, 2021 to Feb 6, 2026
News Impact Curve
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