Ceb-Cia Energetica Brasilia Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.20% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2247 | 3.41 | |
| 0.0147 | 1.93 | |
| 0.9616 | 42.27 | |
| -0.0529 | -0.12 | |
| 0.6929 | 0.90 | |
| -1.5542 | -2.39 | |
| 1.9289 | 3.28 | |
| -1.7277 | -2.61 | |
| 1.2609 | 2.15 | |
| -0.9250 | -1.80 | |
| 0.4051 | 0.86 | |
| -0.0666 | -0.19 | |
| 0.2642 | 0.62 |
Estimation Period:
Oct 6, 1997 to Feb 6, 2026
Oct 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ceb-Cia Energetica Brasilia Analyses
Other Spline-GARCH Analyses on International Equities