Pharmanutra SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.10% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9669 | 2.51 | |
| 0.1110 | 2.48 | |
| 0.5896 | 3.98 | |
| 3.0919 | 0.97 | |
| -5.2750 | -1.24 | |
| 1.9001 | 0.95 | |
| 2.3115 | 1.13 | |
| -2.6795 | -0.98 | |
| -0.7755 | -0.26 | |
| 4.3408 | 1.63 | |
| -4.7594 | -2.34 |
Estimation Period:
Jan 4, 2021 to Feb 6, 2026
Jan 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pharmanutra SPA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities