Celldex Therapeutics Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.21% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8798 | 10.13 | |
| 0.0759 | 6.62 | |
| 0.8204 | 32.19 | |
| 0.0148 | 0.57 | |
| 0.0149 | 0.35 | |
| -0.1129 | -3.64 | |
| 0.1422 | 5.14 | |
| -0.0876 | -2.31 | |
| 0.0513 | 1.32 | |
| -0.0162 | -0.39 | |
| -0.0530 | -0.98 | |
| 0.1077 | 1.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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