Rallybio Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:89.52% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.48 | |
| 0.0759 | 6.00 | |
| 0.8263 | 34.36 | |
| -0.0244 | -1.39 |
Estimation Period:
Jul 29, 2021 to Feb 6, 2026
Jul 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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