Axia Energia MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:35.20% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1495 | 13.12 | |
| 0.5985 | 22.45 | |
| 0.0286 | 1.57 | |
| 0.0490 | 1.46 | |
| 0.0222 | 3.02 | |
| 0.9734 | 111.50 |
Estimation Period:
Oct 13, 2016 to Nov 7, 2025
Oct 13, 2016 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts