Sofina SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.01% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4110 | 5.25 | |
| 0.0936 | 2.68 | |
| 0.6499 | 5.12 | |
| -1.5586 | -2.44 | |
| 2.9173 | 3.09 | |
| -3.0578 | -4.12 | |
| 3.6325 | 4.62 | |
| -3.8032 | -5.05 | |
| 2.5032 | 2.96 | |
| -0.4165 | -0.49 | |
| -0.3309 | -0.59 |
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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