Snap Inc. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.55% (+4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0685 | 9.84 | |
| 0.2871 | 12.25 | |
| 0.6554 | 18.45 | |
| 0.0180 | 0.78 |
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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