Neurocrine Biosciences Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:75.03% (+42.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0682 | 11.59 | |
| 0.8170 | 96.22 | |
| 0.0809 | 10.49 | |
| 0.1727 | 2.22 | |
| 0.0280 | 2.92 | |
| 0.9593 | 67.71 |
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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