Sophia Genetics SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:81.12% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1229 | 4.90 | |
| 0.1420 | 8.88 | |
| 0.8184 | 50.96 | |
| 0.0157 | 0.44 |
Estimation Period:
Jul 12, 2023 to Feb 6, 2026
Jul 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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