Immunovant Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.21% (-4.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8361 | 10.06 | |
| 0.1697 | 4.76 | |
| 0.6947 | 27.73 | |
| 0.0264 | 0.69 |
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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