Incyte Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.28% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 7.69 | |
| 0.0158 | 11.76 | |
| 0.9826 | 1,038.67 | |
| 0.0016 | 0.99 |
Estimation Period:
Nov 4, 1993 to Feb 6, 2026
Nov 4, 1993 to Feb 6, 2026
News Impact Curve
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