Vertex Pharmaceuticals Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.28% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1017 | 11.87 | |
| 0.1722 | 21.67 | |
| 0.9641 | 317.66 | |
| -0.0627 | -10.64 |
Estimation Period:
Jul 25, 1991 to Feb 20, 2026
Jul 25, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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