Cia Saneamento Minasgerais MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.13% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1069 | 10.68 | |
| 0.5976 | 13.92 | |
| 0.0451 | 3.82 | |
| 0.3339 | 0.84 | |
| 0.1496 | 0.87 | |
| 0.7903 | 3.28 |
Estimation Period:
Feb 8, 2006 to Jan 30, 2026
Feb 8, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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