Arcutis Biotherapeutics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:53.76% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4638 | 6.35 | |
| 0.0308 | 7.70 | |
| 0.9400 | 180.49 | |
| 0.0167 | 1.74 |
Estimation Period:
Jan 31, 2020 to Feb 13, 2026
Jan 31, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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