Sonae.Com Sgps Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.08% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3959 | 25.50 | |
| 0.1768 | 33.22 | |
| 0.7501 | 111.82 |
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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