Pharmena SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.89% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5470 | 4.61 | |
| 0.0791 | 4.85 | |
| 0.8354 | 20.14 | |
| -0.4278 | -1.41 | |
| 1.1098 | 2.17 | |
| -1.2931 | -2.54 | |
| 0.8050 | 1.61 | |
| -0.1691 | -0.46 | |
| -0.0468 | -0.15 | |
| -0.0257 | -0.09 | |
| -0.0163 | -0.05 | |
| -0.0625 | -0.13 | |
| 0.9685 | 1.31 |
Estimation Period:
Feb 2, 2009 to Feb 6, 2026
Feb 2, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities