Vaxcyte Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.94% (+3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4690 | 6.67 | |
| 0.1278 | 1.19 | |
| 0.5352 | 3.99 | |
| 0.4440 | 1.21 | |
| -0.8808 | -1.41 | |
| 1.3652 | 2.44 | |
| -2.4805 | -2.50 |
Estimation Period:
Jun 12, 2020 to Feb 6, 2026
Jun 12, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities