V-Lab: CPFL Energia SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CPFL Energia SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:47.24% (-3.63%)

Analysis last updated: Thursday, May 2, 2024 at 04:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5267	4.20
$α$	0.1568	4.57
$β$	0.8190	25.45
$γ_{1}$	0.1961	0.89
$γ_{2}$	-0.4579	-1.30
$γ_{3}$	0.3867	1.54
$γ_{4}$	0.0007	0.00
$γ_{5}$	-0.7616	-2.88
$γ_{6}$	1.6406	6.74
$γ_{7}$	-1.4146	-6.03
$γ_{8}$	0.2466	0.84
$γ_{9}$	0.2595	1.27

Estimation Period:
Sep 29, 2004 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts