C.N. Transelectrica S.A. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.31% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1929 | 18.89 | |
| 0.1571 | 28.25 | |
| 0.7938 | 129.18 | |
| 0.0887 | 1.70 |
Estimation Period:
Sep 8, 2006 to Feb 6, 2026
Sep 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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