C.N. Transelectrica S.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.78% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1926 | 19.23 | |
| 0.1588 | 27.04 | |
| 0.7932 | 124.35 |
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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