Invivyd Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:114.92% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.51 | |
| 0.0997 | 7.01 | |
| 0.8352 | 59.13 | |
| 0.0398 | 1.23 |
Estimation Period:
Aug 6, 2021 to Feb 13, 2026
Aug 6, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities