Pharma Mar Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.52% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7047 | 23.04 | |
| 0.2317 | 21.33 | |
| 0.7515 | 117.38 | |
| -0.0310 | -1.75 |
Estimation Period:
Mar 2, 1999 to Feb 6, 2026
Mar 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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