NOS SGPS SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.09% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2937 | 5.97 | |
| 0.1145 | 7.67 | |
| 0.8375 | 36.62 | |
| 0.0334 | 2.68 | |
| -0.0459 | -2.62 | |
| 0.0177 | 2.45 |
Estimation Period:
Nov 23, 1999 to Feb 6, 2026
Nov 23, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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