Vanda Pharmaceuticals Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.16% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.1574 | 4.18 | |
| 0.0451 | 37.90 | |
| 0.9903 | 440.12 | |
| 3.4417 | 17.32 |
Estimation Period:
Apr 12, 2006 to Feb 6, 2026
Apr 12, 2006 to Feb 6, 2026
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