Elektrotim Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.92% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 12.55 | |
| 0.1036 | 15.20 | |
| 0.9737 | 423.55 | |
| -0.0296 | -4.94 |
Estimation Period:
May 23, 2007 to Feb 6, 2026
May 23, 2007 to Feb 6, 2026
News Impact Curve
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