Sophia Genetics SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.92% (+15.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4681 | 2.44 | |
| 0.1250 | 2.66 | |
| 0.7300 | 4.85 | |
| -65.5395 | -3.77 | |
| 116.2159 | 3.63 | |
| -81.3188 | -1.89 | |
| 48.0966 | 1.06 | |
| -22.8101 | -0.70 | |
| -1.1291 | -0.05 | |
| 9.8675 | 0.48 | |
| 3.2342 | 0.15 | |
| -32.8004 | -0.97 |
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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