Sophia Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.51% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9341 | 5.08 | |
| 0.2231 | 6.76 | |
| 0.6103 | 12.69 | |
| -0.0062 | -0.14 | |
| -0.0287 | -0.46 | |
| 0.0750 | 1.88 | |
| -0.0858 | -1.75 | |
| 0.0847 | 1.58 | |
| -0.1015 | -1.86 | |
| 0.0762 | 1.04 |
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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