Sofina SA MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.80% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 12.37 | |
| 0.2118 | 48.95 | |
| 0.7643 | 224.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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