C.N. Transelectrica S.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.74% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1350 | 18.49 | |
| 0.6878 | 53.97 | |
| 0.0547 | 4.33 | |
| 0.0128 | 2.18 | |
| 0.0134 | 2.83 | |
| 0.9826 | 152.79 |
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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