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V-Lab

Pharma Equity Group A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.42% (-1.80%)
Analysis last updated: Saturday, February 7, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pharma Equity Group A/S SGARCH
paramt-stat
ω0.29115.42
α0.15184.54
β0.671613.24
γ11.33983.58
γ2-2.4667-4.12
γ31.33363.29
γ4-0.0434-0.14
γ5-0.3002-0.85
γ60.33430.92
γ7-0.5363-1.53
γ80.73821.50
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts