Faes Farma SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 14.84 | |
| 0.1224 | 23.90 | |
| 0.8776 | 183.37 |
Estimation Period:
Jun 20, 1991 to Feb 6, 2026
Jun 20, 1991 to Feb 6, 2026
News Impact Curve
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