EDP SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.87% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0994 | 22.19 | |
| 0.0473 | 12.54 | |
| 0.8834 | 265.38 | |
| 0.0584 | 7.78 |
Estimation Period:
Jun 16, 1997 to Feb 6, 2026
Jun 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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