Souza Cruz Ltda GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 3.67 | |
| 0.0030 | 2.87 | |
| 0.9950 | 623.03 |
Estimation Period:
Dec 9, 1992 to Nov 27, 2015
Dec 9, 1992 to Nov 27, 2015
News Impact Curve
Volatility Forecasts
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