Biogen Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.28% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2861 | 11.52 | |
| 0.0539 | 15.37 | |
| 0.9016 | 237.56 | |
| 0.0601 | 8.32 |
Estimation Period:
Sep 18, 1991 to Feb 13, 2026
Sep 18, 1991 to Feb 13, 2026
News Impact Curve
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