CPFL Energia SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0881 | 10.38 | |
| 0.0666 | 14.66 | |
| 0.8913 | 208.98 | |
| 0.0557 | 5.64 |
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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