Cia Transporte Energia Elect GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:54.16% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4832 | 12.83 | |
| 0.0759 | 13.06 | |
| 0.8619 | 128.82 | |
| 0.0478 | 5.91 |
Estimation Period:
Jan 13, 2003 to Feb 13, 2026
Jan 13, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cia Transporte Energia Elect Analyses
Other GJR-GARCH Analyses on International Equities