Vertex Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.74% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4074 | 17.26 | |
| 0.0520 | 13.64 | |
| 0.8752 | 170.98 | |
| 0.0985 | 8.98 |
Estimation Period:
Jul 25, 1991 to Feb 20, 2026
Jul 25, 1991 to Feb 20, 2026
News Impact Curve
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