Roquefort Therapeutics PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.51% (-7.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7213 | 5.59 | |
| 0.2704 | 13.63 | |
| 0.7973 | 20.30 | |
| 0.0642 | 3.06 |
Estimation Period:
Mar 23, 2021 to Feb 6, 2026
Mar 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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