Valens Semiconductor Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:65.59% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1140 | 10.90 | |
| 0.8402 | 71.81 | |
| -0.0410 | -2.01 | |
| 16.0507 |
Estimation Period:
Jul 13, 2020 to Feb 13, 2026
Jul 13, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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