V-Lab
Anhanguera Educacional Participacoes SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2014:30.95% (-0.24%)
Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4074 | 11.50 | |
| 0.0438 | 9.10 | |
| 0.8440 | 110.00 | |
| 0.1303 | 6.43 |
Estimation Period:
Mar 12, 2007 to Jun 27, 2014
Mar 12, 2007 to Jun 27, 2014
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