Fractyl Health Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:416.42% (-41.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.15 | |
| 0.0721 | 1.44 | |
| 0.8208 | 11.32 | |
| 0.1930 | 0.84 |
Estimation Period:
Feb 2, 2024 to Feb 6, 2026
Feb 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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