S P E E H Hidroelectrica MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.63% (-6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5447 | 24.76 | |
| 0.2356 | 9.86 | |
| -0.2440 | -7.50 | |
| 0.5965 | 0.52 | |
| 0.2928 | 0.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 6, 2023 to Feb 6, 2026
Jul 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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