Vanda Pharmaceuticals Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:93.49% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3218 | 8.78 | |
| 0.0505 | 17.10 | |
| 0.9311 | 221.79 |
Estimation Period:
Apr 12, 2006 to Feb 13, 2026
Apr 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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