V-Lab: CPFL Energia SA MF2-GARCH Volatility Analysis

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V-Lab

CPFL Energia SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.43% (-0.99%)

Analysis last updated: Saturday, April 20, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0865	14.38
$β$	0.7454	49.08
$γ$	0.0798	6.52
$λ_{1}$	0.0317	0.44
$λ_{2}$	0.5358	1.57
$λ_{3}$	0.4642	1.53

Estimation Period:
Sep 29, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts