Sonae.Com Sgps Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.20% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1888 | 24.74 | |
| 0.3230 | 37.92 | |
| 0.8899 | 185.50 | |
| -0.0241 | -3.01 |
Estimation Period:
Jun 22, 2000 to Feb 6, 2026
Jun 22, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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