Idorsia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:85.92% (-16.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 3.18 | |
| 0.1606 | 4.38 | |
| 0.3387 | 2.83 | |
| 2.4355 | 1.89 | |
| -3.2766 | -1.85 | |
| 2.0045 | 2.03 | |
| -3.1975 | -3.18 | |
| 4.4838 | 4.07 | |
| -4.1504 | -4.19 | |
| 3.3938 | 3.56 | |
| -3.0924 | -2.83 | |
| 1.2450 | 1.08 | |
| 0.4777 | 0.58 |
Estimation Period:
Jun 15, 2017 to Feb 6, 2026
Jun 15, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Idorsia Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities