Sophia Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.58% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3937 | 12.81 | |
| 0.0909 | 17.72 | |
| 0.9004 | 288.86 | |
| -0.0001 | -0.01 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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