Amylyx Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:77.56% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6145 | 6.35 | |
| 0.1841 | 6.37 | |
| 0.8427 | 38.51 | |
| -0.1136 | -3.06 |
Estimation Period:
Jan 7, 2022 to Feb 13, 2026
Jan 7, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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