Pharma Equity Group A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.58% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2888 | 5.31 | |
| 0.1512 | 4.54 | |
| 0.6841 | 14.35 | |
| 1.3126 | 3.45 | |
| -2.4262 | -3.97 | |
| 1.3163 | 3.18 | |
| -0.0448 | -0.14 | |
| -0.2752 | -0.77 | |
| 0.2674 | 0.75 | |
| -0.3831 | -1.33 | |
| 0.3579 | 1.72 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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