Ceb-Cia Energetica Brasilia GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.33% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 7.53 | |
| 0.0136 | 5.26 | |
| 0.9736 | 418.02 | |
| 0.0018 | 0.40 |
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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