Cia de Saneamento Basico do Estado de Sao Paulo GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.49% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1443 | 15.05 | |
| 0.0674 | 22.46 | |
| 0.9100 | 255.83 |
Estimation Period:
Jun 4, 1997 to Feb 13, 2026
Jun 4, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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