V-Lab
Eletrobras-Centr Eletr Bras Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:27.16% (-1.32%)
Analysis last updated: Saturday, April 20, 2024 at 08:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1806 | 5.25 | |
| 0.1412 | 8.13 | |
| 0.8030 | 42.88 | |
| 0.0525 | 1.74 | |
| -0.0818 | -1.93 | |
| 0.0197 | 0.78 | |
| 0.0741 | 2.56 | |
| -0.1454 | -4.19 | |
| 0.1167 | 4.48 |
Estimation Period:
Aug 1, 1994 to Apr 19, 2024
Aug 1, 1994 to Apr 19, 2024
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