Cia de Saneamento Basico do Estado de Sao Paulo GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.32% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 13.50 | |
| 0.0171 | 8.73 | |
| 0.9299 | 351.31 | |
| 0.0672 | 12.98 |
Estimation Period:
Jun 4, 1997 to Feb 6, 2026
Jun 4, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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