Valens Semiconductor Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:95.34% (-10.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1137 | 10.53 | |
| 0.4905 | 14.88 | |
| 0.9813 | 404.82 | |
| -0.0053 | -0.16 |
Estimation Period:
Jul 13, 2020 to Feb 6, 2026
Jul 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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