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	param	t-stat
$ω$	1.1316	3.86
$α$	0.0438	3.50
$β$	0.9215	34.96
$γ_{1}$	0.2402	1.05
$γ_{2}$	-0.6940	-1.96
$γ_{3}$	0.9396	2.89
$γ_{4}$	-0.6566	-1.96
$γ_{5}$	-0.0065	-0.03
$γ_{6}$	0.5076	2.06
$γ_{7}$	-0.6301	-2.00
$γ_{8}$	0.5881	1.63
$γ_{9}$	-0.6050	-1.35
$γ_{10}$	0.8014	1.09

V-Lab

Vanda Pharmaceuticals Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:82.99% (-1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanda Pharmaceuticals Inc Analyses