Cia Saneamento Minasgerais Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.56% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1058 | 4.42 | |
| 0.0724 | 3.58 | |
| 0.8713 | 25.75 | |
| -0.0778 | -0.99 | |
| 0.1654 | 1.47 | |
| -0.0494 | -0.59 | |
| -0.1937 | -2.06 | |
| 0.3009 | 3.66 | |
| -0.2386 | -2.90 | |
| 0.1302 | 1.06 |
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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