Sofina SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.46% (+11.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.9522 | 9,522,050.00 | |
| 0.0000 | 100.00 | |
| 0.0956 | 955,700.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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