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V-Lab

Basilea Pharmaceutica Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.86% (-0.30%)
Analysis last updated: Saturday, February 14, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Basilea Pharmaceutica S0GARCH
paramt-stat
ω1.15213.52
α0.02971.78
β0.847912.30
γ13.03142.01
γ2-3.7473-1.68
γ30.04120.02
γ40.45440.31
γ51.90361.79
γ6-4.1520-4.15
γ75.02034.12
γ8-4.3641-2.96
γ92.67511.97
γ10-1.0585-1.26
Estimation Period:
Jun 23, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts