Sonae SGPS SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.39% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0781 | 23.10 | |
| 0.8075 | 185.60 | |
| 0.0820 | 17.03 | |
| 0.0496 | 5.03 | |
| 0.0969 | 8.43 | |
| 0.8889 | 61.98 |
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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