Idorsia Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.96% (-5.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 9.51 | |
| 0.2100 | 31.30 | |
| 0.9842 | 478.68 | |
| 0.0345 | 4.99 |
Estimation Period:
Jun 15, 2017 to Feb 6, 2026
Jun 15, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities