Sofina SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.65% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3620 | 5.03 | |
| 0.0729 | 39.87 | |
| 0.9888 | 436.74 | |
| 4.5836 | 13.15 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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