Basilea Pharmaceutica Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.18% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5746 | 6.27 | |
| 0.1042 | 6.42 | |
| 0.7559 | 19.48 | |
| 0.3147 | 2.63 | |
| -0.4089 | -2.14 | |
| 0.0468 | 0.38 | |
| 0.1361 | 1.28 | |
| -0.2224 | -2.10 | |
| 0.3318 | 3.49 | |
| -0.3671 | -4.20 | |
| 0.2568 | 2.67 | |
| -0.1101 | -1.53 |
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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