Sonae.Com Sgps Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.92% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3690 | 23.72 | |
| 0.1363 | 15.18 | |
| 0.7629 | 111.79 | |
| 0.0666 | 4.34 |
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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