Snap Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.73% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.67 | |
| 0.1379 | 5.83 | |
| 0.6607 | 22.38 | |
| -0.0616 | -2.39 |
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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