NOS SGPS SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.69% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3199 | 5.92 | |
| 0.1137 | 7.71 | |
| 0.8380 | 36.35 | |
| 0.0347 | 2.63 | |
| -0.0489 | -2.51 | |
| 0.0233 | 1.74 |
Estimation Period:
Nov 23, 1999 to Feb 6, 2026
Nov 23, 1999 to Feb 6, 2026
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