Basilea Pharmaceutica GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.03% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 12.13 | |
| 0.0401 | 25.65 | |
| 0.9455 | 412.50 |
Estimation Period:
Mar 24, 2004 to Feb 6, 2026
Mar 24, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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