Roquefort Therapeutics PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:81.02% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5962 | 6.45 | |
| 0.1865 | 5.90 | |
| 0.7173 | 30.24 | |
| -0.0331 | -0.71 |
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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