Sonda S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.61% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 15.42 | |
| 0.0378 | 13.17 | |
| 0.8889 | 252.74 | |
| 0.0864 | 8.26 |
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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