Engie Brasil Energia SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.34% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 21.50 | |
| 0.1805 | 33.46 | |
| 0.9887 | 1,443.43 | |
| -0.0010 | -0.17 |
Estimation Period:
Jun 2, 1998 to Feb 6, 2026
Jun 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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