Cia de Saneamento Basico do Estado de Sao Paulo EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.09% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 10.64 | |
| 0.1028 | 19.65 | |
| 0.9834 | 878.07 | |
| -0.0563 | -17.19 |
Estimation Period:
Jun 4, 1997 to Jan 30, 2026
Jun 4, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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