Sofina SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.81% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 6.15 | |
| 0.0321 | 9.25 | |
| 0.9625 | 238.07 | |
| 0.2529 | 3.77 |
Estimation Period:
Feb 12, 2018 to Feb 6, 2026
Feb 12, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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