Valens Semiconductor Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.16% (-6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 4.78 | |
| 0.1552 | 4.62 | |
| 0.8428 | 34.27 | |
| 0.0040 | 0.07 |
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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