S P E E H Hidroelectrica Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.80% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9307 | 2.33 | |
| 0.2989 | 2.08 | |
| 0.1981 | 0.85 | |
| 382.9958 | 2.75 | |
| -597.5810 | -2.96 | |
| 274.2928 | 2.02 | |
| 63.3442 | 0.42 | |
| -354.0010 | -2.71 | |
| 487.3629 | 5.28 | |
| -353.9865 | -5.77 |
Estimation Period:
Mar 14, 2025 to Feb 6, 2026
Mar 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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