V-Lab: Anhanguera Educacional Participacoes SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Anhanguera Educacional Participacoes SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2014:30.07% (+0.42%)

Analysis last updated: Friday, January 29, 2016 at 03:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0898	5.24
$α$	0.1227	4.16
$β$	0.8135	18.72
$γ_{1}$	-0.0272	-0.59
$γ_{2}$	0.0463	0.80

Estimation Period:
Mar 12, 2007 to Jun 27, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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