V-Lab
Eletrobras-Centr Eletr Bras Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.34% (+0.78%)
Analysis last updated: Saturday, May 4, 2024 at 07:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1810 | 5.24 | |
| 0.1412 | 8.15 | |
| 0.8032 | 42.97 | |
| 0.0524 | 1.73 | |
| -0.0818 | -1.93 | |
| 0.0199 | 0.79 | |
| 0.0738 | 2.55 | |
| -0.1459 | -4.21 | |
| 0.1176 | 4.54 |
Estimation Period:
Aug 1, 1994 to May 3, 2024
Aug 1, 1994 to May 3, 2024
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