Cia Saneamento Minasgerais GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.21% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1301 | 9.15 | |
| 0.0662 | 15.69 | |
| 0.9120 | 141.83 |
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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