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V-Lab

Sonda S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.21% (-0.53%)
Analysis last updated: Saturday, February 21, 2026 at 06:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonda S.A. SGARCH
paramt-stat
ω0.77744.99
α0.09485.96
β0.813025.70
γ1-0.5092-2.72
γ20.88773.50
γ3-0.6551-4.04
γ40.56923.39
γ5-0.5987-3.21
γ60.50132.05
γ7-0.1378-0.67
γ8-0.2394-1.43
γ90.14700.64
γ100.16930.53
Estimation Period:
Nov 9, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts