Axia Energia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.18% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1408 | 15.48 | |
| 0.0731 | 14.82 | |
| 0.8990 | 205.90 | |
| 0.0425 | 4.86 |
Estimation Period:
Aug 1, 1994 to Feb 20, 2026
Aug 1, 1994 to Feb 20, 2026
News Impact Curve
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