V-Lab
Eletrobras-Centr Eletr Bras Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:22.49% (-1.57%)
Analysis last updated: Thursday, May 16, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2062 | 6.47 | |
| 0.1490 | 8.43 | |
| 0.7899 | 40.99 | |
| 0.0494 | 2.83 | |
| -0.0991 | -3.89 | |
| 0.1046 | 5.66 | |
| -0.0861 | -4.37 | |
| -0.0038 | -0.18 |
Estimation Period:
Aug 1, 1994 to May 10, 2024
Aug 1, 1994 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Eletrobras-Centr Eletr Bras Analyses