Immatics NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:66.75% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1785 | 7.30 | |
| 0.0062 | 2.73 | |
| 0.8639 | 91.31 | |
| 0.1346 | 5.47 |
Estimation Period:
Jul 7, 2020 to Feb 13, 2026
Jul 7, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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