Neurocrine Biosciences Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.59% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 13.79 | |
| 0.1631 | 20.83 | |
| 0.9706 | 446.04 | |
| -0.0260 | -4.72 |
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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