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Sonae.Com Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.34% (-0.30%)
Analysis last updated: Wednesday, February 11, 2026 at 11:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonae.Com Sgps Sa S0GARCH
paramt-stat
ω0.83528.07
α0.19877.90
β0.652917.83
γ1-0.4014-4.23
γ20.65264.51
γ3-0.2930-3.08
γ4-0.0546-0.66
γ50.24002.66
γ6-0.2949-2.71
γ70.27992.67
γ8-0.2233-2.55
γ90.15411.92
γ10-0.0820-1.41
Estimation Period:
Jun 22, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts