CPFL Energia SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7587 | 4.92 | |
| 0.1366 | 4.92 | |
| 0.7554 | 17.24 | |
| -0.6920 | -2.10 | |
| 1.2480 | 2.55 | |
| -1.2751 | -4.11 | |
| 1.1679 | 4.23 | |
| -0.5695 | -1.91 | |
| 0.4159 | 1.48 | |
| -0.5770 | -2.17 | |
| 0.0001 | 0.00 | |
| 0.8701 | 2.29 | |
| -0.8451 | -2.89 |
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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