Alkermes PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.13% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1890 | 16.16 | |
| 0.0368 | 18.30 | |
| 0.9265 | 377.41 | |
| 0.0549 | 12.17 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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