Sonda S.A. MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
29.97%
increased by 1.30%
1 Week
29.44%
increased by 0.77%
1 Month
28.37%
decreased by 0.30%
Analysis last updated: Thursday, May 21, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0233 | 7.18 | |
| 0.8677 | 171.12 | |
| 0.0960 | 20.45 | |
| 0.6987 | 0.20 | |
| 0.7497 | 0.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 9, 2006 to May 20, 2026
Nov 9, 2006 to May 20, 2026
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