S.C. Electrica Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.50% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1648 | 16.27 | |
| 0.4723 | 12.22 | |
| 0.0858 | 5.27 | |
| 0.2335 | 1.01 | |
| 0.1493 | 1.07 | |
| 0.7590 | 3.33 |
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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