Vanda Pharmaceuticals Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.49% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 10.00 | |
| 0.1249 | 20.76 | |
| 0.9842 | 482.91 | |
| 0.0110 | 2.32 |
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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