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Square Pharmaceuticals PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.28% (-0.09%)
Analysis last updated: Wednesday, February 11, 2026 at 07:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Square Pharmaceuticals PLC S0GARCH
paramt-stat
ω0.96683.87
α0.13975.72
β0.806931.24
γ1-0.1289-0.58
γ20.08800.26
γ30.01810.07
γ40.06760.24
γ5-0.1907-0.55
γ60.26800.76
γ70.09110.31
γ8-1.1161-5.38
γ92.143110.96
γ10-1.7814-10.90
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts