Skip to main content
V-Lab

Cia Transporte Energia Elect Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.53% (-1.27%)
Analysis last updated: Wednesday, February 11, 2026 at 07:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Transporte Energia Elect SGARCH
paramt-stat
ω1.32276.55
α0.11036.02
β0.760916.51
γ10.04660.57
γ20.05390.47
γ3-0.1987-2.74
γ40.22872.84
γ5-0.3101-3.57
γ60.36804.02
γ7-0.3818-3.31
γ80.39183.08
γ9-0.3287-1.75
Estimation Period:
Jan 13, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts