Neurocrine Biosciences Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.50% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4806 | 14.95 | |
| 0.0727 | 12.50 | |
| 0.8689 | 205.03 | |
| 0.0592 | 5.69 |
Estimation Period:
May 23, 1996 to Feb 13, 2026
May 23, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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