Incyte Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.74% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2065 | 6.02 | |
| 0.0298 | 4.24 | |
| 0.9268 | 51.88 | |
| 0.1473 | 4.53 | |
| -0.2468 | -4.68 | |
| 0.1307 | 3.23 | |
| -0.0444 | -1.24 | |
| 0.0271 | 0.62 | |
| -0.0265 | -0.73 | |
| -0.0022 | -0.07 | |
| 0.1178 | 2.36 |
Estimation Period:
Nov 4, 1993 to Feb 13, 2026
Nov 4, 1993 to Feb 13, 2026
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