Cia Energetica de Minas Gerais GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.56% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2126 | 16.27 | |
| 0.0617 | 15.03 | |
| 0.8874 | 218.84 | |
| 0.0671 | 7.76 |
Estimation Period:
Jan 12, 1995 to Feb 13, 2026
Jan 12, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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