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V-Lab

Sonae SGPS SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.45% (-1.07%)
Analysis last updated: Thursday, February 12, 2026 at 12:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonae SGPS SA SGARCH
paramt-stat
ω2.93144.36
α0.12678.42
β0.777631.75
γ10.34299.21
γ2-0.3512-5.54
γ3-0.1194-2.19
γ40.24784.98
γ5-0.1889-3.16
γ60.12512.30
γ7-0.1294-2.93
γ80.14453.23
γ9-0.1565-3.05
γ100.18452.16
Estimation Period:
Feb 2, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts