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Basilea Pharmaceutica Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.18% (-1.49%)
Analysis last updated: Thursday, February 12, 2026 at 12:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Basilea Pharmaceutica S0GARCH
paramt-stat
ω1.57466.27
α0.10426.42
β0.755919.48
γ10.31472.63
γ2-0.4089-2.14
γ30.04680.38
γ40.13611.28
γ5-0.2224-2.10
γ60.33183.49
γ7-0.3671-4.20
γ80.25682.67
γ9-0.1101-1.53
Estimation Period:
Mar 24, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts