V-Lab
CPFL Energia SA GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:18.92% (-0.76%)
Analysis last updated: Friday, April 19, 2024 at 08:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 3.69 | |
| 0.1035 | 15.09 | |
| 0.8965 | 159.32 |
Estimation Period:
Sep 29, 2004 to Apr 12, 2024
Sep 29, 2004 to Apr 12, 2024
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