SQZ Biotechnologies Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.54% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.78 | |
| 0.1915 | 5.00 | |
| 0.8201 | 79.56 | |
| -0.0775 | -1.40 |
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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