Idorsia Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.99% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0122 | 3.25 | |
| 0.1579 | 4.35 | |
| 0.3461 | 2.86 | |
| 2.5184 | 1.98 | |
| -3.4092 | -1.95 | |
| 2.1016 | 2.13 | |
| -3.2960 | -3.27 | |
| 4.5867 | 4.15 | |
| -4.2549 | -4.28 | |
| 3.5128 | 3.66 | |
| -3.2752 | -2.97 | |
| 1.6103 | 1.33 | |
| -0.3943 | -0.30 |
Estimation Period:
Jun 15, 2017 to Feb 6, 2026
Jun 15, 2017 to Feb 6, 2026
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