Elp Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.25% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3317 | 11.35 | |
| 0.1435 | 8.57 | |
| 0.6651 | 31.58 | |
| 0.0226 | 0.88 |
Estimation Period:
Mar 31, 2017 to Feb 6, 2026
Mar 31, 2017 to Feb 6, 2026
News Impact Curve
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