Aurinia Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:47.13% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8284 | 19.90 | |
| 0.2533 | 12.76 | |
| 0.7102 | 87.26 | |
| -0.0127 | -0.39 |
Estimation Period:
Dec 26, 2013 to Feb 20, 2026
Dec 26, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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