Valerio Therapeutics GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.93% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4837 | 13.45 | |
| 0.1051 | 9.68 | |
| 0.8481 | 124.19 | |
| 0.0545 | 2.59 |
Estimation Period:
Dec 7, 2005 to Feb 13, 2026
Dec 7, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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