Sonae SGPS SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.11% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 18.63 | |
| 0.1896 | 29.00 | |
| 0.9720 | 572.09 | |
| -0.0360 | -8.55 |
Estimation Period:
Feb 2, 1993 to Feb 6, 2026
Feb 2, 1993 to Feb 6, 2026
News Impact Curve
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