Neoenergia S.A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.27% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1616 | 9.49 | |
| 0.0776 | 10.54 | |
| 0.8435 | 75.75 | |
| 0.0502 | 2.68 |
Estimation Period:
Jun 26, 2019 to Feb 6, 2026
Jun 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neoenergia S.A Analyses
Other GJR-GARCH Analyses on International Equities