Puretech Health PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.85% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3735 | 8.30 | |
| 0.1216 | 5.52 | |
| 0.5527 | 13.75 | |
| 0.0359 | 0.78 |
Estimation Period:
Sep 28, 2020 to Feb 6, 2026
Sep 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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