Biogen Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.78% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2873 | 11.53 | |
| 0.0543 | 15.36 | |
| 0.9012 | 236.41 | |
| 0.0601 | 8.29 |
Estimation Period:
Sep 18, 1991 to Feb 6, 2026
Sep 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities