Vanda Pharmaceuticals Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:86.47% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0222 | 3.44 | |
| 0.0442 | 3.90 | |
| 0.9218 | 40.23 | |
| 0.0215 | 0.11 | |
| -0.3012 | -1.14 | |
| 0.7622 | 3.67 | |
| -0.9298 | -3.50 | |
| 0.7136 | 2.48 | |
| -0.3659 | -1.44 | |
| 0.1691 | 0.66 | |
| -0.1254 | -0.38 | |
| 0.0650 | 0.25 |
Estimation Period:
Apr 12, 2006 to Feb 13, 2026
Apr 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Vanda Pharmaceuticals Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities