Square Pharmaceuticals PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.32% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 2.89 | |
| 0.0324 | 10.48 | |
| 0.9793 | 1,050.77 | |
| -0.0235 | -8.07 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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