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Sofina SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.01% (+3.23%)
Analysis last updated: Wednesday, February 11, 2026 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sofina SA S0GARCH
paramt-stat
ω0.41105.25
α0.09362.68
β0.64995.12
γ1-1.5586-2.44
γ22.91733.09
γ3-3.0578-4.12
γ43.63254.62
γ5-3.8032-5.05
γ62.50322.96
γ7-0.4165-0.49
γ8-0.3309-0.59
Estimation Period:
Feb 12, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts