Sophia Genetics Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.44% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1356 | 12.68 | |
| 0.1680 | 9.56 | |
| 0.7507 | 54.40 | |
| -0.0629 | -2.36 |
Estimation Period:
Jul 23, 2021 to Feb 6, 2026
Jul 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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