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V-Lab

Pharmena SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.73% (-3.05%)
Analysis last updated: Wednesday, February 11, 2026 at 11:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pharmena SA S0GARCH
paramt-stat
ω0.55614.64
α0.08104.83
β0.834220.46
γ1-0.4013-1.32
γ21.06612.07
γ3-1.2619-2.45
γ40.77681.53
γ5-0.1371-0.37
γ6-0.0954-0.31
γ70.06430.22
γ8-0.1907-0.70
γ90.33790.85
γ10-0.1583-0.43
Estimation Period:
Feb 2, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts