Square Pharmaceuticals PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.95% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 12.60 | |
| 0.0770 | 16.54 | |
| 0.9950 | 990.07 | |
| 0.0229 | 5.78 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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