Lexicon Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:103.81% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5055 | 11.20 | |
| 0.0280 | 8.85 | |
| 0.9464 | 328.27 | |
| 0.0164 | 2.17 |
Estimation Period:
Apr 7, 2000 to Feb 13, 2026
Apr 7, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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