V-Lab
Eletrobras-Centr Eletr Bras GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:24.32% (-0.66%)
Analysis last updated: Thursday, May 2, 2024 at 04:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.9340 | 4.05 | |
| 0.0859 | 30.76 | |
| 0.9906 | 425.16 | |
| 6 | 6.90 |
Estimation Period:
Aug 1, 1994 to Apr 26, 2024
Aug 1, 1994 to Apr 26, 2024
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