NexImmune Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:9,106.35% (-673.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4896 | 0.96 | |
| 0.1183 | 1.96 | |
| 0.8608 | 10.34 | |
| 20.2783 | 2.42 | |
| -20.0444 | -1.70 | |
| -6.7726 | -0.67 | |
| 14.0208 | 1.37 | |
| -12.4879 | -1.21 | |
| 9.1734 | 0.84 | |
| -10.7582 | -0.63 | |
| 21.2194 | 0.87 | |
| -25.5074 | -1.36 |
Estimation Period:
Feb 15, 2021 to Jan 2, 2026
Feb 15, 2021 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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