MacroGenics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:63.74% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8611 | 14.40 | |
| 0.1315 | 9.45 | |
| 0.6514 | 43.45 | |
| 0.0398 | 1.09 |
Estimation Period:
Oct 10, 2013 to Feb 13, 2026
Oct 10, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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