Ventyx Biosciences Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:96.18% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.16 | |
| 0.0622 | 2.90 | |
| 0.8560 | 25.40 | |
| -0.0622 | -2.94 |
Estimation Period:
Oct 21, 2021 to Feb 6, 2026
Oct 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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