NOS SGPS SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.60% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0810 | 18.16 | |
| 0.1043 | 35.28 | |
| 0.8784 | 284.01 |
Estimation Period:
Nov 23, 1999 to Feb 6, 2026
Nov 23, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities