V-Lab
Rumo SA Asy. MEM Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2015:119.60% (-2.80%)
Analysis last updated: Friday, November 20, 2015 at 06:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 4.17 | |
| 0.0465 | 6.97 | |
| 0.9541 | 460.49 | |
| -0.0012 | -0.09 |
Estimation Period:
Jul 16, 2004 to Sep 25, 2015
Jul 16, 2004 to Sep 25, 2015