Novavax Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:80.94% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4305 | 10.93 | |
| 0.0312 | 9.37 | |
| 0.9521 | 338.81 | |
| 0.0099 | 2.11 |
Estimation Period:
Dec 5, 1995 to Feb 13, 2026
Dec 5, 1995 to Feb 13, 2026
News Impact Curve
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