Faes Farma SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.44% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2838 | 18.77 | |
| 0.6080 | 36.16 | |
| -0.0931 | -4.79 | |
| 0.0205 | 3.51 | |
| 0.0354 | 4.95 | |
| 0.9607 | 121.08 |
Estimation Period:
Jun 20, 1991 to Feb 6, 2026
Jun 20, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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