Sonda S.A. EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.25% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 10.82 | |
| 0.1682 | 32.52 | |
| 0.9642 | 410.82 | |
| -0.0597 | -10.84 |
Estimation Period:
Nov 9, 2006 to Feb 6, 2026
Nov 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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