Axia Energia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.29% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2379 | 5.08 | |
| 0.0578 | 11.01 | |
| 0.9050 | 173.30 | |
| 0.0308 | 2.67 |
Estimation Period:
Jan 13, 1992 to Feb 13, 2026
Jan 13, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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