Pharma Mar Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.02% (+5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8358 | 4.59 | |
| 0.2249 | 6.26 | |
| 0.5268 | 10.61 | |
| -0.2681 | -1.89 | |
| 0.2863 | 1.35 | |
| 0.1969 | 1.66 | |
| -0.3899 | -3.82 | |
| 0.1865 | 1.63 | |
| 0.0271 | 0.27 | |
| 0.0091 | 0.10 | |
| -0.1799 | -2.17 | |
| 0.1984 | 2.29 | |
| -0.0644 | -0.87 |
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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