Sonda S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.78% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7924 | 5.08 | |
| 0.0950 | 5.95 | |
| 0.8129 | 25.62 | |
| -0.4812 | -2.58 | |
| 0.8426 | 3.32 | |
| -0.6236 | -3.83 | |
| 0.5429 | 3.20 | |
| -0.5761 | -3.00 | |
| 0.4792 | 1.93 | |
| -0.1151 | -0.56 | |
| -0.2594 | -1.62 | |
| 0.1725 | 0.91 | |
| 0.1055 | 0.66 |
Estimation Period:
Nov 9, 2006 to Feb 6, 2026
Nov 9, 2006 to Feb 6, 2026
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