SAB Biotherapeutics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.40% (-7.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2276 | 11.48 | |
| 0.3787 | 6.70 | |
| 0.6024 | 23.83 | |
| 0.0377 | 0.38 |
Estimation Period:
Jan 12, 2021 to Feb 6, 2026
Jan 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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