NextCure, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:75.70% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9341 | 10.58 | |
| 0.1570 | 5.27 | |
| 0.8535 | 85.42 | |
| -0.0475 | -1.48 |
Estimation Period:
May 9, 2019 to Feb 13, 2026
May 9, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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