Electro Sur Este SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 19th, 2025:8,570,539.33% (-779,187.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 63.8061 | 638,060,600.00 | |
| 0.2294 | 2,294,220.00 | |
| 0.7550 | 7,549,590.00 | |
| 5.9566 | 59,565,760.00 | |
| 142.3419 | 1,423,419,000.00 | |
| -1,409.2320 | -14,092,320,000.00 | |
| 3,576.6820 | 35,766,820,000.00 | |
| -3,280.5190 | -32,805,190,000.00 | |
| 59.1710 | 591,709,700.00 | |
| -802.0379 | -8,020,379,000.00 | |
| 9,399.0050 | 93,990,050,000.00 |
Estimation Period:
Apr 23, 2001 to May 30, 2025
Apr 23, 2001 to May 30, 2025
News Impact Curve
Volatility Forecasts
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