V-Lab
EDP - Energias do Brasil SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 23rd, 2023:20.51% (-0.38%)
Analysis last updated: Thursday, August 24, 2023 at 06:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1072 | 17.74 | |
| 0.0470 | 8.09 | |
| 0.9017 | 205.50 | |
| 0.0494 | 5.68 |
Estimation Period:
Jul 13, 2005 to Aug 18, 2023
Jul 13, 2005 to Aug 18, 2023
News Impact Curve
Volatility Forecasts
Other EDP - Energias do Brasil SA Analyses