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V-Lab

Idorsia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:85.92% (-16.30%)
Analysis last updated: Thursday, February 12, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Idorsia Ltd S0GARCH
paramt-stat
ω1.00003.18
α0.16064.38
β0.33872.83
γ12.43551.89
γ2-3.2766-1.85
γ32.00452.03
γ4-3.1975-3.18
γ54.48384.07
γ6-4.1504-4.19
γ73.39383.56
γ8-3.0924-2.83
γ91.24501.08
γ100.47770.58
Estimation Period:
Jun 15, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts