Jazz Pharmaceuticals PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.63% (+6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1296 | 4.44 | |
| 0.3394 | 8.11 | |
| 0.9431 | 66.64 | |
| 0.1297 | 3.83 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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