Ceb-Cia Energetica Brasilia EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.10% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 8.22 | |
| 0.0535 | 8.39 | |
| 0.9797 | 376.80 | |
| -0.0026 | -0.29 |
Estimation Period:
Oct 6, 1997 to Feb 6, 2026
Oct 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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