Sonda S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.21% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7774 | 4.99 | |
| 0.0948 | 5.96 | |
| 0.8130 | 25.70 | |
| -0.5092 | -2.72 | |
| 0.8877 | 3.50 | |
| -0.6551 | -4.04 | |
| 0.5692 | 3.39 | |
| -0.5987 | -3.21 | |
| 0.5013 | 2.05 | |
| -0.1378 | -0.67 | |
| -0.2394 | -1.43 | |
| 0.1470 | 0.64 | |
| 0.1693 | 0.53 |
Estimation Period:
Nov 9, 2006 to Feb 20, 2026
Nov 9, 2006 to Feb 20, 2026
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