C.N. Transelectrica S.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.05% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1154 | 18.66 | |
| 0.2870 | 30.87 | |
| 0.9187 | 201.34 | |
| -0.0248 | -2.88 |
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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