Sofina SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.85% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 2.44 | |
| 0.0424 | 6.63 | |
| 0.9903 | 337.98 | |
| -0.0484 | -6.55 |
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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