V-Lab
EDP - Energias do Brasil SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, August 23rd, 2023:6.39% (-0.22%)
Analysis last updated: Thursday, August 24, 2023 at 06:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0600 | 8.93 | |
| 0.0595 | 62.41 | |
| 0.9990 | 6091.46 | |
| 5 | 45.62 |
Estimation Period:
Jul 13, 2005 to Aug 18, 2023
Jul 13, 2005 to Aug 18, 2023
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