Sofina SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.61% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 16.09 | |
| 0.0332 | 14.41 | |
| 0.9227 | 432.79 | |
| 0.0619 | 11.91 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities