Verrica Pharmaceuticals Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:99.55% (-10.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.77 | |
| 0.1515 | 9.15 | |
| 0.7006 | 34.13 | |
| 0.0763 | 1.60 |
Estimation Period:
Jun 15, 2018 to Feb 13, 2026
Jun 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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