Pharma MAR SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.65% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3536 | 3.31 | |
| 0.0683 | 1.46 | |
| 0.2431 | 0.46 | |
| -11.9631 | -2.64 | |
| 17.1653 | 2.69 | |
| -5.9848 | -1.34 | |
| -0.4744 | -0.08 | |
| 0.2214 | 0.04 | |
| 0.1973 | 0.04 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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