V-Lab
Anhanguera Educacional Participacoes SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2014:34.47% (+0.35%)
Analysis last updated: Friday, January 29, 2016 at 03:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0256 | 4.91 | |
| 0.1223 | 4.04 | |
| 0.8107 | 17.66 | |
| -0.0747 | -1.28 | |
| 0.1720 | 1.60 |
Estimation Period:
Mar 12, 2007 to Jun 27, 2014
Mar 12, 2007 to Jun 27, 2014
News Impact Curve
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