Pharvaris NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:68.20% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5239 | 12.42 | |
| 0.2221 | 5.72 | |
| 0.6361 | 25.48 | |
| -0.0426 | -0.93 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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