Basilea Pharmaceutica GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.44% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0997 | 12.00 | |
| 0.0169 | 9.81 | |
| 0.9422 | 455.84 | |
| 0.0468 | 11.65 |
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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