Rede Energia Particpaces SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.90% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 13.34 | |
| 0.0740 | 12.72 | |
| 0.9856 | 904.20 | |
| 0.0242 | 3.81 |
Estimation Period:
May 14, 2001 to Feb 13, 2026
May 14, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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