CPFL Energia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.86% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 4.57 | |
| 0.0721 | 13.38 | |
| 0.9109 | 203.78 | |
| 0.0339 | 3.23 |
Estimation Period:
Sep 29, 2004 to Feb 20, 2026
Sep 29, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other CPFL Energia SA Analyses
Other GJR-GARCH Analyses on International Equities