Collegium Pharmaceutical Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.10% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8811 | 11.15 | |
| 0.0669 | 12.21 | |
| 0.8333 | 116.28 | |
| 0.0762 | 4.51 |
Estimation Period:
May 7, 2015 to Feb 6, 2026
May 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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