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V-Lab

Basilea Pharmaceutica Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.77% (-0.09%)
Analysis last updated: Sunday, February 15, 2026 at 03:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Basilea Pharmaceutica SGARCH
paramt-stat
ω1.16483.57
α0.03201.86
β0.842011.90
γ13.09762.04
γ2-3.8559-1.72
γ30.11810.07
γ40.38860.26
γ51.97521.85
γ6-4.2480-4.22
γ75.16094.19
γ8-4.6044-3.06
γ93.14532.01
γ10-2.2242-0.95
Estimation Period:
Jun 23, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts