EDP - Energias do Brasil SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 8.09 | |
| 0.1432 | 14.23 | |
| 0.9621 | 275.51 | |
| -0.0433 | -5.78 |
Estimation Period:
Jul 13, 2005 to Aug 18, 2023
Jul 13, 2005 to Aug 18, 2023
News Impact Curve
Volatility Forecasts
Other EDP - Energias do Brasil SA Analyses
Other EGARCH Analyses on International Equities