Pharma Mar Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.80% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1324 | 23.37 | |
| 0.2664 | 41.74 | |
| 0.9512 | 419.42 | |
| 0.0209 | 3.91 |
Estimation Period:
Mar 2, 1999 to Feb 6, 2026
Mar 2, 1999 to Feb 6, 2026
News Impact Curve
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