CIA Energetica DE Minas EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.93% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1087 | 16.40 | |
| 0.2059 | 18.93 | |
| 0.9670 | 423.76 | |
| -0.0222 | -1.71 |
Estimation Period:
Sep 22, 2014 to Feb 6, 2026
Sep 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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