Roquefort Therapeutics PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:94.74% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2980 | 11.75 | |
| 0.3750 | 6.11 | |
| -0.2640 | -13.38 | |
| 0.8713 | 0.50 | |
| 0.1988 | 1.15 | |
| 0.8013 | 3.74 |
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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