Sonae.Com Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.76% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8036 | 7.92 | |
| 0.1970 | 7.87 | |
| 0.6553 | 17.89 | |
| -0.4281 | -4.57 | |
| 0.6908 | 4.83 | |
| -0.3074 | -3.23 | |
| -0.0565 | -0.68 | |
| 0.2544 | 2.83 | |
| -0.3167 | -2.94 | |
| 0.3085 | 2.97 | |
| -0.2661 | -3.03 | |
| 0.2348 | 2.69 | |
| -0.2852 | -2.45 |
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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