Basilea Pharmaceutica Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.77% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1648 | 3.57 | |
| 0.0320 | 1.86 | |
| 0.8420 | 11.90 | |
| 3.0976 | 2.04 | |
| -3.8559 | -1.72 | |
| 0.1181 | 0.07 | |
| 0.3886 | 0.26 | |
| 1.9752 | 1.85 | |
| -4.2480 | -4.22 | |
| 5.1609 | 4.19 | |
| -4.6044 | -3.06 | |
| 3.1453 | 2.01 | |
| -2.2242 | -0.95 |
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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