SQZ Biotechnologies Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:80.37% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4715 | 8.09 | |
| 0.2636 | 19.37 | |
| 0.9109 | 72.32 | |
| 0.1008 | 3.34 |
Estimation Period:
Oct 30, 2020 to Jan 16, 2026
Oct 30, 2020 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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