Axia Energia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:40.81% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1223 | 17.82 | |
| 0.1178 | 11.17 | |
| 0.7761 | 97.13 | |
| 0.0596 | 2.88 |
Estimation Period:
Oct 13, 2016 to Nov 7, 2025
Oct 13, 2016 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts