Sonae SGPS SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.20% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 15.27 | |
| 0.0640 | 16.89 | |
| 0.8923 | 224.81 | |
| 0.0619 | 9.41 |
Estimation Period:
Feb 2, 1993 to Feb 6, 2026
Feb 2, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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