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Faes Farma SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.70% (+0.14%)
Analysis last updated: Sunday, February 8, 2026 at 03:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Faes Farma SA S0GARCH
paramt-stat
ω1.55132.76
α0.23816.55
β0.574711.64
γ10.11131.68
γ2-0.2165-2.34
γ30.25934.99
γ4-0.2568-7.22
γ50.10403.51
γ60.02020.73
γ7-0.0488-1.66
γ80.05022.17
Estimation Period:
Jun 20, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts