Jazz Pharmaceuticals PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.82% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5373 | 3.12 | |
| 0.2795 | 3.34 | |
| 0.7773 | 35.75 | |
| -0.2208 | -1.95 |
Estimation Period:
Apr 28, 2025 to Feb 13, 2026
Apr 28, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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