Mota-Engil Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.95% (+7.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2673 | 3.45 | |
| 0.1383 | 7.66 | |
| 0.7674 | 22.12 | |
| 0.1617 | 3.33 | |
| -0.2536 | -3.21 | |
| 0.2008 | 3.33 | |
| -0.1631 | -3.37 | |
| 0.0754 | 1.30 | |
| -0.0702 | -1.24 | |
| 0.1009 | 2.28 | |
| -0.0738 | -2.32 |
Estimation Period:
Feb 2, 1993 to Feb 6, 2026
Feb 2, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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