Vertex Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
36.65%
decreased by 1.02%
1 Week
38.45%
increased by 0.78%
1 Month
44.08%
increased by 6.41%
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 | |
|---|---|---|
| 0.3949 | 17.16 | |
| 0.0517 | 13.75 | |
| 0.8764 | 173.00 | |
| 0.0982 | 9.16 |
Estimation Period:
Jul 25, 1991 to Jun 12, 2026
Jul 25, 1991 to Jun 12, 2026
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