Roivant Sciences Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:81.26% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 4.45 | |
| 0.0822 | 6.64 | |
| 0.8922 | 82.87 | |
| 0.0512 | 3.13 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
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