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Sonda S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.78% (-0.77%)
Analysis last updated: Friday, February 13, 2026 at 07:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonda S.A. S0GARCH
paramt-stat
ω0.79245.08
α0.09505.95
β0.812925.62
γ1-0.4812-2.58
γ20.84263.32
γ3-0.6236-3.83
γ40.54293.20
γ5-0.5761-3.00
γ60.47921.93
γ7-0.1151-0.56
γ8-0.2594-1.62
γ90.17250.91
γ100.10550.66
Estimation Period:
Nov 9, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts