Sophia Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.76% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9273 | 4.94 | |
| 0.2186 | 6.79 | |
| 0.6247 | 13.16 | |
| -0.0098 | -0.22 | |
| -0.0229 | -0.36 | |
| 0.0719 | 1.78 | |
| -0.0865 | -1.76 | |
| 0.0928 | 1.78 | |
| -0.1247 | -2.68 | |
| 0.1410 | 4.41 |
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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