Cia Energetica de Minas Gerais MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.76% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0710 | 14.90 | |
| 0.8006 | 99.48 | |
| 0.0844 | 10.99 | |
| 0.0279 | 4.86 | |
| 0.0216 | 7.60 | |
| 0.9756 | 295.92 |
Estimation Period:
Jan 12, 1995 to Feb 6, 2026
Jan 12, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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