Sonae.Com Sgps Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.41% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8851 | 8.80 | |
| 0.1359 | 24.40 | |
| 0.9242 | 105.52 | |
| 3.3056 | 16.11 |
Estimation Period:
Jun 22, 2000 to Feb 6, 2026
Jun 22, 2000 to Feb 6, 2026
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