Pharmena SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.73% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5561 | 4.64 | |
| 0.0810 | 4.83 | |
| 0.8342 | 20.46 | |
| -0.4013 | -1.32 | |
| 1.0661 | 2.07 | |
| -1.2619 | -2.45 | |
| 0.7768 | 1.53 | |
| -0.1371 | -0.37 | |
| -0.0954 | -0.31 | |
| 0.0643 | 0.22 | |
| -0.1907 | -0.70 | |
| 0.3379 | 0.85 | |
| -0.1583 | -0.43 |
Estimation Period:
Feb 2, 2009 to Feb 6, 2026
Feb 2, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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