Sogb SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.71% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8617 | 14.69 | |
| 0.1249 | 14.48 | |
| 0.7760 | 69.39 | |
| 0.0232 | 1.14 |
Estimation Period:
Dec 29, 2003 to Feb 6, 2026
Dec 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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