Axsome Therapeutics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.57% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2427 | 4.58 | |
| 0.0204 | 6.90 | |
| 0.9406 | 313.84 | |
| 0.0781 | 10.03 |
Estimation Period:
Nov 19, 2015 to Feb 13, 2026
Nov 19, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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