Snap Inc. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.42% (-4.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8409 | 2.86 | |
| 0.1595 | 2.54 | |
| 0.1624 | 1.55 | |
| -1.2790 | -0.90 | |
| 2.1890 | 1.05 | |
| -1.5526 | -1.31 | |
| 1.6377 | 1.77 | |
| -2.4760 | -2.70 | |
| 2.6384 | 3.08 | |
| -1.9254 | -1.78 | |
| 1.3059 | 0.76 |
Estimation Period:
Mar 2, 2017 to Feb 13, 2026
Mar 2, 2017 to Feb 13, 2026
News Impact Curve
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