Sonda S.A. GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
31.44%
increased by 1.91%
1 Week
31.22%
increased by 1.69%
1 Month
30.46%
increased by 0.93%
Analysis last updated: Thursday, May 21, 2026 at 06:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9347 | 5.33 | |
| 0.0827 | 19.08 | |
| 0.9710 | 167.62 | |
| 4.2899 | 7.43 |
Estimation Period:
Nov 9, 2006 to May 20, 2026
Nov 9, 2006 to May 20, 2026
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