Lyell Immunopharma Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:85.79% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.26 | |
| 0.0859 | 4.14 | |
| 0.8052 | 34.12 | |
| -0.0624 | -2.47 |
Estimation Period:
Jun 17, 2021 to Feb 6, 2026
Jun 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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