Auren Energia S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.49% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 6.01 | |
| 0.0924 | 9.14 | |
| 0.9438 | 190.13 | |
| -0.0924 | -9.63 |
Estimation Period:
Mar 28, 2022 to Feb 13, 2026
Mar 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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