Phathom Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:65.02% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5838 | 5.50 | |
| 0.0869 | 7.42 | |
| 0.9052 | 100.03 | |
| -0.0036 | -0.27 |
Estimation Period:
Oct 25, 2019 to Feb 13, 2026
Oct 25, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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