V-Lab
Rumo SA Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2015:80.96% (-1.26%)
Analysis last updated: Friday, April 29, 2016 at 06:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0843 | 3.19 | |
| 0.0447 | 13.35 | |
| 0.9454 | 347.58 | |
| 0.0720 | 1.77 | |
| 2.4571 | 18.69 |
Estimation Period:
Jul 16, 2004 to Sep 25, 2015
Jul 16, 2004 to Sep 25, 2015