Arecor Therapeutics PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.89% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5265 | 6.61 | |
| 0.0545 | 3.85 | |
| 0.8858 | 51.62 | |
| -0.0498 | -3.27 |
Estimation Period:
Jun 3, 2021 to Feb 13, 2026
Jun 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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