AC Immune SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.85% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3652 | 8.01 | |
| 0.0874 | 10.55 | |
| 0.7909 | 39.18 | |
| -0.0162 | -0.87 |
Estimation Period:
Sep 23, 2016 to Feb 6, 2026
Sep 23, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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