Sofina SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.27% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 16.52 | |
| 0.0745 | 38.46 | |
| 0.9117 | 402.33 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities