V-Lab
Rumo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2015:63.88% (-5.98%)
Analysis last updated: Monday, March 1, 2021 at 09:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4225 | 5.54 | |
| 0.1376 | 1.68 | |
| 0.7623 | 58.32 | |
| 0.2002 | 1.46 |
Estimation Period:
Jun 29, 2004 to Sep 25, 2015
Jun 29, 2004 to Sep 25, 2015