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V-Lab

Sofina SA MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, May 21st, 2026

1 Day

5.51%

decreased by 12.19%

1 Week

5.35%

decreased by 12.35%

1 Month

3.10%

decreased by 14.60%

Analysis last updated: Thursday, May 21, 2026 at 05:58 PM UTC

Date Range:

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graph of Sofina SA MF2-GARCH

News Impact Curve

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Volatility Forecast

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