Sonda S.A. GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
31.61%
increased by 1.04%
1 Week
31.37%
increased by 0.80%
1 Month
30.59%
increased by 0.02%
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 | |
|---|---|---|
| 0.0883 | 15.35 | |
| 0.0367 | 13.05 | |
| 0.8918 | 258.20 | |
| 0.0833 | 8.15 |
Estimation Period:
Nov 9, 2006 to May 20, 2026
Nov 9, 2006 to May 20, 2026
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