Virgin Galactic Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:87.06% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 4.92 | |
| 0.2320 | 19.66 | |
| 0.9948 | 582.09 | |
| 0.0646 | 8.85 |
Estimation Period:
Sep 29, 2017 to Feb 6, 2026
Sep 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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