Sofina SA APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.75% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 9.32 | |
| 0.0220 | 5.35 | |
| 0.9676 | 289.54 | |
| 0.4850 | 5.23 | |
| 1.9161 | 19.37 |
Estimation Period:
Feb 12, 2018 to Feb 6, 2026
Feb 12, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sofina SA Analyses
Other APARCH Analyses on International Equities