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V-Lab

Pharma Mar Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.78% (+5.84%)
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 SGARCH
paramt-stat
ω0.81124.45
α0.22596.25
β0.524210.59
γ1-0.2811-1.98
γ20.29991.42
γ30.20161.71
γ4-0.4020-3.95
γ50.19871.74
γ60.01790.18
γ70.01580.18
γ8-0.1844-2.10
γ90.19931.76
γ10-0.0571-0.34
Estimation Period:
Mar 2, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts