Engie Brasil Energia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.11% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 15.84 | |
| 0.0810 | 17.01 | |
| 0.9116 | 374.06 | |
| 0.0019 | 0.23 |
Estimation Period:
Jun 2, 1998 to Feb 13, 2026
Jun 2, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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