CPFL Energia SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.85% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5208 | 4.45 | |
| 0.1451 | 4.57 | |
| 0.8304 | 27.62 | |
| 0.2129 | 0.94 | |
| -0.4796 | -1.31 | |
| 0.3857 | 1.48 | |
| 0.0050 | 0.02 | |
| -0.8448 | -3.24 | |
| 1.9192 | 7.41 | |
| -1.7523 | -5.57 | |
| 0.5374 | 1.36 | |
| -0.1067 | -0.26 | |
| 0.3324 | 0.57 |
Estimation Period:
Sep 29, 2004 to Feb 13, 2026
Sep 29, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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