S.C. Electrica Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.70% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1130 | 16.21 | |
| 0.0945 | 11.30 | |
| 0.8405 | 130.28 | |
| 0.0456 | 2.97 |
Estimation Period:
Jul 3, 2014 to Feb 6, 2026
Jul 3, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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