V-Lab: CPFL Energia SA APARCH Volatility Analysis

V-Lab

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V-Lab

CPFL Energia SA APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.92% (-1.21%)

Analysis last updated: Wednesday, May 8, 2024 at 04:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0624	13.16
$α$	0.1473	11.13
$β$	0.8527	80.70
$γ$	0.2191	10.26
$δ$	0.9826	9.15

Estimation Period:
Sep 29, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts