V-Lab: CPFL Energia SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

CPFL Energia SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.14% (-0.84%)

Analysis last updated: Saturday, April 20, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5307	4.18
$α$	0.1565	4.58
$β$	0.8200	25.70
$γ_{1}$	0.1906	0.85
$γ_{2}$	-0.4501	-1.26
$γ_{3}$	0.3825	1.51
$γ_{4}$	0.0025	0.01
$γ_{5}$	-0.7683	-2.90
$γ_{6}$	1.6636	6.84
$γ_{7}$	-1.4402	-5.97
$γ_{8}$	0.2619	0.87
$γ_{9}$	0.2480	1.20

Estimation Period:
Sep 29, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts