Vertex Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
37.01%
decreased by 0.62%
1 Week
38.78%
increased by 1.15%
1 Month
44.35%
increased by 6.72%
Analysis last updated: Monday, June 8, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3968 | 17.18 | |
| 0.0519 | 13.76 | |
| 0.8761 | 172.60 | |
| 0.0983 | 9.15 |
Estimation Period:
Jul 25, 1991 to Jun 5, 2026
Jul 25, 1991 to Jun 5, 2026
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