Faes Farma SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.70% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5513 | 2.76 | |
| 0.2381 | 6.55 | |
| 0.5747 | 11.64 | |
| 0.1113 | 1.68 | |
| -0.2165 | -2.34 | |
| 0.2593 | 4.99 | |
| -0.2568 | -7.22 | |
| 0.1040 | 3.51 | |
| 0.0202 | 0.73 | |
| -0.0488 | -1.66 | |
| 0.0502 | 2.17 |
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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