Eneva Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.09% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6910 | 4.57 | |
| 0.1555 | 3.49 | |
| 0.6165 | 9.26 | |
| -0.7896 | -2.67 | |
| 1.2600 | 2.88 | |
| -0.5563 | -1.63 | |
| 0.1956 | 0.60 | |
| -0.8184 | -3.44 | |
| 1.4314 | 6.48 | |
| -0.8728 | -3.89 | |
| -0.0022 | -0.01 | |
| 0.2587 | 1.03 | |
| -0.0962 | -0.26 |
Estimation Period:
Dec 17, 2007 to Feb 6, 2026
Dec 17, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities