Idorsia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.42% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1677 | 9.74 | |
| 0.1381 | 13.76 | |
| 0.8870 | 225.57 | |
| -0.0555 | -4.68 |
Estimation Period:
Jun 15, 2017 to Feb 6, 2026
Jun 15, 2017 to Feb 6, 2026
News Impact Curve
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