Sonae SGPS SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.98% (+3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8209 | 4.25 | |
| 0.1248 | 8.35 | |
| 0.7835 | 32.15 | |
| 0.3301 | 8.75 | |
| -0.3380 | -5.29 | |
| -0.1127 | -2.05 | |
| 0.2293 | 4.60 | |
| -0.1649 | -2.75 | |
| 0.1012 | 1.83 | |
| -0.1077 | -2.41 | |
| 0.1213 | 2.72 | |
| -0.1210 | -2.63 | |
| 0.1030 | 2.98 |
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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