Pharma Mar Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.78% (+5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8112 | 4.45 | |
| 0.2259 | 6.25 | |
| 0.5242 | 10.59 | |
| -0.2811 | -1.98 | |
| 0.2999 | 1.42 | |
| 0.2016 | 1.71 | |
| -0.4020 | -3.95 | |
| 0.1987 | 1.74 | |
| 0.0179 | 0.18 | |
| 0.0158 | 0.18 | |
| -0.1844 | -2.10 | |
| 0.1993 | 1.76 | |
| -0.0571 | -0.34 |
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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