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Sophia Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.76% (-0.28%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sophia Holdings Co Ltd S0GARCH
paramt-stat
ω0.92734.94
α0.21866.79
β0.624713.16
γ1-0.0098-0.22
γ2-0.0229-0.36
γ30.07191.78
γ4-0.0865-1.76
γ50.09281.78
γ6-0.1247-2.68
γ70.14104.41
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts