ImmunityBio Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.94% (-9.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1158 | 6.47 | |
| 0.1411 | 4.43 | |
| 0.6474 | 8.53 | |
| 0.0990 | 0.48 | |
| 0.2937 | 0.88 | |
| -0.8673 | -2.96 | |
| 0.7271 | 2.59 | |
| -0.3698 | -1.29 | |
| -0.0701 | -0.15 |
Estimation Period:
Jul 28, 2015 to Feb 6, 2026
Jul 28, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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