V-Lab
Eletrobras-Centr Eletr Bras Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.18% (-0.64%)
Analysis last updated: Thursday, May 2, 2024 at 04:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2202 | 5.42 | |
| 0.1413 | 8.12 | |
| 0.8022 | 42.62 | |
| 0.0575 | 1.93 | |
| -0.0882 | -2.11 | |
| 0.0217 | 0.87 | |
| 0.0730 | 2.53 | |
| -0.1448 | -4.19 | |
| 0.1163 | 4.50 |
Estimation Period:
Aug 1, 1994 to Apr 26, 2024
Aug 1, 1994 to Apr 26, 2024
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