V-Lab: CPFL Energia SA MF2-GARCH Volatility Analysis

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V-Lab

CPFL Energia SA MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:44.99% (-5.08%)

Analysis last updated: Wednesday, May 8, 2024 at 04:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0816	13.76
$β$	0.7544	47.40
$γ$	0.0759	6.46
$λ_{1}$	0.0356	0.45
$λ_{2}$	0.5889	1.60
$λ_{3}$	0.4111	1.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts