Polenergia S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.36% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1159 | 4.42 | |
| 0.0208 | 4.01 | |
| 0.9454 | 153.54 | |
| 0.0347 | 2.23 |
Estimation Period:
Mar 3, 2021 to Feb 13, 2026
Mar 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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