V-Lab
Souza Cruz Ltda AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 1st, 2015:31.66% (-0.04%)
Analysis last updated: Monday, November 30, 2015 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 18.17 | |
| 0.0030 | 25.59 | |
| 0.9950 | 62186.19 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 9, 1992 to Nov 27, 2015
Dec 9, 1992 to Nov 27, 2015
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