NOS SGPS SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.06% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.0109 | 9.12 | |
| 0.0716 | 94.26 | |
| 0.9989 | 8,685.97 | |
| 3.7159 | 80.25 |
Estimation Period:
Nov 23, 1999 to Feb 6, 2026
Nov 23, 1999 to Feb 6, 2026
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