Sofina SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.55% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 14.22 | |
| 0.0742 | 39.16 | |
| 0.9102 | 381.47 | |
| 0.3211 | 10.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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