Sonae SGPS SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.45% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9314 | 4.36 | |
| 0.1267 | 8.42 | |
| 0.7776 | 31.75 | |
| 0.3429 | 9.21 | |
| -0.3512 | -5.54 | |
| -0.1194 | -2.19 | |
| 0.2478 | 4.98 | |
| -0.1889 | -3.16 | |
| 0.1251 | 2.30 | |
| -0.1294 | -2.93 | |
| 0.1445 | 3.23 | |
| -0.1565 | -3.05 | |
| 0.1845 | 2.16 |
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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