Roquefort Therapeutics PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:77.50% (-9.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5899 | 3.02 | |
| 0.1410 | 3.19 | |
| 0.4149 | 1.68 | |
| 2.7690 | 0.42 | |
| -0.4515 | -0.04 | |
| 0.4921 | 0.05 | |
| -5.2683 | -0.80 | |
| 7.9247 | 1.02 | |
| -17.7641 | -1.42 | |
| 28.3356 | 2.20 | |
| -29.8695 | -3.12 | |
| 23.2696 | 3.17 | |
| -21.1029 | -2.48 |
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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