Pharvaris NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.86% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2299 | 9.77 | |
| 0.2513 | 6.42 | |
| 0.7150 | 31.65 | |
| -0.1247 | -2.91 |
Estimation Period:
Feb 5, 2021 to Feb 13, 2026
Feb 5, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities