NOS SGPS SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.75% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 18.73 | |
| 0.1856 | 39.21 | |
| 0.9726 | 624.27 | |
| -0.0226 | -3.74 |
Estimation Period:
Nov 23, 1999 to Feb 6, 2026
Nov 23, 1999 to Feb 6, 2026
News Impact Curve
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