Snap Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.83% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8417 | 2.83 | |
| 0.1627 | 2.59 | |
| 0.1782 | 1.65 | |
| -1.2913 | -0.89 | |
| 2.2013 | 1.04 | |
| -1.5457 | -1.28 | |
| 1.6262 | 1.73 | |
| -2.4541 | -2.64 | |
| 2.5699 | 3.11 | |
| -1.7776 | -2.10 | |
| 0.9771 | 1.31 |
Estimation Period:
Mar 2, 2017 to Feb 6, 2026
Mar 2, 2017 to Feb 6, 2026
News Impact Curve
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