Vanda Pharmaceuticals Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.01% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4492 | 8.65 | |
| 0.0686 | 22.82 | |
| 0.9033 | 215.53 | |
| 0.7625 | 3.79 |
Estimation Period:
Apr 12, 2006 to Feb 6, 2026
Apr 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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