C.N. Transelectrica S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.85% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2043 | 18.60 | |
| 0.1341 | 16.96 | |
| 0.7878 | 120.61 | |
| 0.0537 | 3.14 |
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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