Vanda Pharmaceuticals Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:92.07% (+21.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0430 | 13.69 | |
| 0.9409 | 136.79 | |
| -0.0033 | -0.98 | |
| 10.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.3644 | 0.00 |
Estimation Period:
Apr 12, 2006 to Feb 6, 2026
Apr 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanda Pharmaceuticals Inc Analyses
Other MF2-GARCH Analyses on Equities