Royalty Pharma PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.84% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 6.25 | |
| 0.0342 | 12.32 | |
| 0.9571 | 440.47 | |
| 0.0174 | 4.00 |
Estimation Period:
Mar 26, 1993 to Feb 13, 2026
Mar 26, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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