Vaccinex, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:196.21% (+72.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2482 | 10.22 | |
| 0.2000 | 7.84 | |
| 0.8164 | 88.73 | |
| -0.0327 | -1.04 |
Estimation Period:
Aug 9, 2018 to Feb 6, 2026
Aug 9, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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