V-Lab
Cia Siderurgica Nacional SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:36.82% (-0.30%)
Analysis last updated: Thursday, April 18, 2024 at 07:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 11.18 | |
| 0.0555 | 20.00 | |
| 0.9310 | 268.93 |
Estimation Period:
Aug 2, 1993 to Apr 12, 2024
Aug 2, 1993 to Apr 12, 2024
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