Vaxcyte Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.08% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8249 | 5.45 | |
| 0.0220 | 3.48 | |
| 0.7108 | 24.91 | |
| 0.1996 | 3.08 |
Estimation Period:
Jun 12, 2020 to Feb 6, 2026
Jun 12, 2020 to Feb 6, 2026
News Impact Curve
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