Vertex Pharmaceuticals Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.43% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1022 | 11.87 | |
| 0.1730 | 21.62 | |
| 0.9639 | 315.51 | |
| -0.0629 | -10.62 |
Estimation Period:
Jul 25, 1991 to Feb 6, 2026
Jul 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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