Nephros Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:68.47% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3869 | 15.68 | |
| 0.3837 | 8.33 | |
| 0.5017 | 19.86 | |
| -0.0639 | -1.35 |
Estimation Period:
Aug 15, 2019 to Feb 6, 2026
Aug 15, 2019 to Feb 6, 2026
News Impact Curve
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