Cia Saneamento Minasgerais EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.89% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 12.66 | |
| 0.1388 | 16.60 | |
| 0.9773 | 432.07 | |
| -0.0317 | -6.29 |
Estimation Period:
Feb 8, 2006 to Feb 6, 2026
Feb 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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