CIA Energetica DE Minas GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.04% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3164 | 13.77 | |
| 0.0778 | 8.42 | |
| 0.8963 | 192.89 | |
| 0.0218 | 1.38 |
Estimation Period:
Sep 22, 2014 to Feb 13, 2026
Sep 22, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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