Snap Inc. AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.11% (-9.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.8089 | 24.02 | |
| 0.2543 | 10.22 | |
| 0.0841 | 5.32 | |
| 0.0707 | 0.17 |
Estimation Period:
Mar 2, 2017 to Feb 6, 2026
Mar 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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