Sofina SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.72% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 7.09 | |
| 0.0063 | 1.90 | |
| 0.9668 | 273.97 | |
| 0.0394 | 5.78 |
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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