Sopra Steria Group MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:79.51% (+18.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1582 | 21.55 | |
| 0.5354 | 60.36 | |
| 0.1017 | 10.04 | |
| 0.9011 | 0.51 | |
| 0.8398 | 0.51 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 28, 1990 to Feb 6, 2026
Mar 28, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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