Pharming Group NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.50% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.43 | |
| 0.1789 | 6.54 | |
| 0.5657 | 21.73 | |
| -0.0339 | -0.81 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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