CPFL Energia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.80% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 4.58 | |
| 0.0721 | 13.38 | |
| 0.9109 | 203.78 | |
| 0.0341 | 3.25 |
Estimation Period:
Sep 29, 2004 to Jan 30, 2026
Sep 29, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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