Ceb-Cia Energetica Brasilia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.11% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3391 | 3.33 | |
| 0.0146 | 1.92 | |
| 0.9610 | 40.80 | |
| -0.0068 | -0.02 | |
| 0.6258 | 0.83 | |
| -1.5116 | -2.38 | |
| 1.8895 | 3.28 | |
| -1.7021 | -2.60 | |
| 1.2507 | 2.16 | |
| -0.9185 | -1.83 | |
| 0.3796 | 0.82 | |
| 0.0184 | 0.05 | |
| 0.0246 | 0.11 |
Estimation Period:
Oct 6, 1997 to Feb 13, 2026
Oct 6, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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