Basilea Pharmaceutica GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.72% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4502 | 18.28 | |
| 0.0703 | 12.65 | |
| 0.8438 | 123.03 |
Estimation Period:
Jun 23, 2014 to Feb 13, 2026
Jun 23, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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