Sophia Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.34% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2401 | 19.05 | |
| 0.6140 | 42.50 | |
| -0.0546 | -3.60 | |
| 0.0000 | 0.00 | |
| 0.0064 | 2.04 | |
| 0.9936 | 280.45 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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