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V-Lab

Sonae SGPS SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.98% (+3.88%)
Analysis last updated: Friday, February 13, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonae SGPS SA S0GARCH
paramt-stat
ω2.82094.25
α0.12488.35
β0.783532.15
γ10.33018.75
γ2-0.3380-5.29
γ3-0.1127-2.05
γ40.22934.60
γ5-0.1649-2.75
γ60.10121.83
γ7-0.1077-2.41
γ80.12132.72
γ9-0.1210-2.63
γ100.10302.98
Estimation Period:
Feb 2, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts