V-Lab
JBS SA EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:33.84% (+0.69%)
Analysis last updated: Saturday, April 20, 2024 at 08:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 11.73 | |
| 0.1711 | 23.89 | |
| 0.9705 | 476.88 | |
| -0.0590 | -8.37 |
Estimation Period:
Mar 29, 2007 to Apr 19, 2024
Mar 29, 2007 to Apr 19, 2024