CPFL Energia SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 10.53 | |
| 0.1045 | 27.67 | |
| 0.8789 | 207.37 | |
| 0.3929 | 9.51 |
Estimation Period:
Sep 29, 2004 to Jan 24, 2020
Sep 29, 2004 to Jan 24, 2020
News Impact Curve
Volatility Forecasts
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