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

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V-Lab

CPFL Energia SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.81% (-0.03%)

Analysis last updated: Friday, April 19, 2024 at 07:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5389	4.18
$α$	0.1565	4.58
$β$	0.8202	25.71
$γ_{1}$	0.1911	0.85
$γ_{2}$	-0.4498	-1.26
$γ_{3}$	0.3815	1.50
$γ_{4}$	0.0008	0.00
$γ_{5}$	-0.7646	-2.88
$γ_{6}$	1.6621	6.81
$γ_{7}$	-1.4427	-5.97
$γ_{8}$	0.2672	0.89
$γ_{9}$	0.2432	1.17

Estimation Period:
Sep 29, 2004 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts