Sofina SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.21% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0618 | 18.59 | |
| 0.7409 | 71.57 | |
| 0.1155 | 20.40 | |
| 0.0067 | 3.27 | |
| 0.0225 | 4.49 | |
| 0.9741 | 162.83 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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