V-Lab: Rumo SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Rumo SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 2nd, 2015:83.32% (-4.07%)

Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	76.9694	10.15
$α$	0.0490	44.95
$β$	0.9990	6937.50
$ν$	3	43.26

Estimation Period:
Jun 29, 2004 to Sep 25, 2015