Vertex Pharmaceuticals Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
36.12%
decreased by 1.79%
1 Week
37.64%
decreased by 0.27%
1 Month
43.15%
increased by 5.24%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1005 | 11.90 | |
| 0.1729 | 21.75 | |
| 0.9645 | 320.63 | |
| -0.0620 | -10.58 |
Estimation Period:
Jul 25, 1991 to Jun 12, 2026
Jul 25, 1991 to Jun 12, 2026
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