Sofina SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.74% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 13.41 | |
| 0.1490 | 40.99 | |
| 0.9789 | 934.94 | |
| -0.0496 | -14.43 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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