Virgin Galactic Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:81.76% (-3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1220 | 13.00 | |
| 0.9030 | 214.84 | |
| -0.0501 | -4.22 | |
| 1.7093 | 7.28 | |
| 0.0454 | 1.10 | |
| 0.9546 | 22.30 |
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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