V-Lab
Eletrobras-Centr Eletr Bras MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.12% (-0.56%)
Analysis last updated: Thursday, May 2, 2024 at 04:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0634 | 17.19 | |
| 0.9165 | 207.91 | |
| 0.0294 | 5.95 | |
| 10.0000 | 2.18 | |
| 0.0000 | 0.00 | |
| 0.5018 | 2.02 |
Estimation Period:
Aug 1, 1994 to Apr 26, 2024
Aug 1, 1994 to Apr 26, 2024
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