Sveta Sofia Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:250.75% (-23.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2080 | 5.60 | |
| 0.0399 | 2.67 | |
| 0.8011 | 7.68 | |
| -0.9219 | -2.76 | |
| 1.7675 | 3.35 | |
| -1.4450 | -4.70 | |
| 1.0132 | 3.89 | |
| -0.7756 | -2.72 | |
| 0.6175 | 2.25 | |
| -0.2619 | -0.96 | |
| -0.1325 | -0.44 | |
| 0.1731 | 0.47 | |
| 0.5433 | 0.61 |
Estimation Period:
Nov 3, 2006 to Jan 1, 2026
Nov 3, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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