CIA Transporte Energia Elect GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.60% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7331 | 1.17 | |
| 0.0134 | 0.99 | |
| 0.8615 | 11.33 | |
| 0.0957 | 1.06 |
Estimation Period:
Oct 29, 2024 to Feb 6, 2026
Oct 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CIA Transporte Energia Elect Analyses
Other GJR-GARCH Analyses on International Equities