Immunovant Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:64.51% (-5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1893 | 12.47 | |
| 0.2896 | 17.58 | |
| 0.9474 | 205.74 | |
| -0.0128 | -1.12 |
Estimation Period:
May 10, 2019 to Feb 13, 2026
May 10, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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