Sveta Sofia Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:203.33% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2877 | 6.85 | |
| 0.0224 | 3.27 | |
| 0.9620 | 234.86 | |
| -0.0070 | -0.60 |
Estimation Period:
Nov 3, 2006 to Jan 1, 2026
Nov 3, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
Other Sveta Sofia Holdings Analyses
Other GJR-GARCH Analyses on International Equities