Sonae.Com Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.34% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8352 | 8.07 | |
| 0.1987 | 7.90 | |
| 0.6529 | 17.83 | |
| -0.4014 | -4.23 | |
| 0.6526 | 4.51 | |
| -0.2930 | -3.08 | |
| -0.0546 | -0.66 | |
| 0.2400 | 2.66 | |
| -0.2949 | -2.71 | |
| 0.2799 | 2.67 | |
| -0.2233 | -2.55 | |
| 0.1541 | 1.92 | |
| -0.0820 | -1.41 |
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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