Sofina SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
1,306.87%
increased by 54.97%
1 Week
1,305.74%
increased by 53.84%
1 Month
1,301.25%
increased by 49.35%
Analysis last updated: Thursday, May 21, 2026 at 05:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 928.8863 | 12.02 | |
| 0.0946 | 117.42 | |
| 0.9990 | 11,482.76 | |
| 2.0004 | 1,000,224.00 |
Estimation Period:
Feb 12, 2018 to May 15, 2026
Feb 12, 2018 to May 15, 2026
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