MacroGenics Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.41% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 5.73 | |
| 0.0813 | 12.80 | |
| 0.9899 | 496.18 | |
| -0.0243 | -4.38 |
Estimation Period:
Oct 10, 2013 to Feb 6, 2026
Oct 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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