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V-Lab

Pharma Mar Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.02% (+5.77%)
Analysis last updated: Thursday, February 12, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pharma Mar Sa S0GARCH
paramt-stat
ω0.83584.59
α0.22496.26
β0.526810.61
γ1-0.2681-1.89
γ20.28631.35
γ30.19691.66
γ4-0.3899-3.82
γ50.18651.63
γ60.02710.27
γ70.00910.10
γ8-0.1799-2.17
γ90.19842.29
γ10-0.0644-0.87
Estimation Period:
Mar 2, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts