Moderna, Inc. EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:69.52% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2082 | 10.38 | |
| 0.1401 | 12.41 | |
| 0.9322 | 137.01 | |
| 0.0449 | 4.54 |
Estimation Period:
Dec 7, 2018 to Feb 6, 2026
Dec 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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