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V-Lab

Pharmena SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.89% (-1.34%)
Analysis last updated: Friday, February 13, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pharmena SA SGARCH
paramt-stat
ω0.54704.61
α0.07914.85
β0.835420.14
γ1-0.4278-1.41
γ21.10982.17
γ3-1.2931-2.54
γ40.80501.61
γ5-0.1691-0.46
γ6-0.0468-0.15
γ7-0.0257-0.09
γ8-0.0163-0.05
γ9-0.0625-0.13
γ100.96851.31
Estimation Period:
Feb 2, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts