Valerio Therapeutics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:70.54% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2892 | 3.93 | |
| 0.1533 | 6.81 | |
| 0.7727 | 21.50 | |
| -0.3765 | -5.36 | |
| 0.5290 | 5.62 | |
| -0.1731 | -2.83 | |
| -0.0526 | -0.71 | |
| 0.1900 | 2.23 | |
| -0.1872 | -2.69 |
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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