NexImmune Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:884.71% (-666.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3550 | 4.33 | |
| 0.6527 | 5.96 | |
| 0.6773 | 8.17 | |
| 0.1663 | 1.68 |
Estimation Period:
Feb 15, 2021 to Jan 2, 2026
Feb 15, 2021 to Jan 2, 2026
News Impact Curve
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