Centessa Pharmaceuticals PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.03% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6848 | 6.03 | |
| 0.0326 | 5.09 | |
| 0.9209 | 121.28 | |
| 0.0258 | 2.21 |
Estimation Period:
May 31, 2021 to Feb 13, 2026
May 31, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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