Repligen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.25% (+5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3842 | 17.28 | |
| 0.0659 | 10.22 | |
| 0.9036 | 244.08 | |
| 0.0435 | 4.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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