Snowflake Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.90% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1911 | 3.58 | |
| 0.0120 | 8.11 | |
| 0.9738 | 221.31 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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