Basilea Pharmaceutica Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.59% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5610 | 6.60 | |
| 0.1120 | 6.55 | |
| 0.7425 | 18.82 | |
| 0.2337 | 4.19 | |
| -0.3728 | -3.94 | |
| 0.2089 | 2.72 | |
| -0.1189 | -1.74 | |
| 0.1197 | 1.80 | |
| -0.1403 | -2.43 | |
| 0.1457 | 1.71 |
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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