NOS SGPS SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.09% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 20.07 | |
| 0.0829 | 19.32 | |
| 0.8703 | 261.74 | |
| 0.0567 | 7.55 |
Estimation Period:
Nov 23, 1999 to Feb 6, 2026
Nov 23, 1999 to Feb 6, 2026
News Impact Curve
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