Sofina SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.48% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 6.74 | |
| 0.0331 | 9.60 | |
| 0.9619 | 243.09 |
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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