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V-Lab

Sonae.Com Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.76% (+0.36%)
Analysis last updated: Tuesday, February 10, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonae.Com Sgps Sa SGARCH
paramt-stat
ω0.80367.92
α0.19707.87
β0.655317.89
γ1-0.4281-4.57
γ20.69084.83
γ3-0.3074-3.23
γ4-0.0565-0.68
γ50.25442.83
γ6-0.3167-2.94
γ70.30852.97
γ8-0.2661-3.03
γ90.23482.69
γ10-0.2852-2.45
Estimation Period:
Jun 22, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts