Neurocrine Biosciences Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.01% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4590 | 14.76 | |
| 0.1036 | 24.54 | |
| 0.8641 | 229.38 | |
| 0.7072 | 5.96 |
Estimation Period:
May 23, 1996 to Feb 6, 2026
May 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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