Snap Inc. MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.57% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.3275 | 9.39 | |
| 0.0000 | 0.00 | |
| -0.0908 | -1.72 | |
| 10.0000 | 0.15 | |
| 0.3555 | 0.18 | |
| 0.1940 | 0.04 |
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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