V-Lab
Nu Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:31.67% (+0.05%)
Analysis last updated: Wednesday, April 24, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 1.44 | |
| 0.0000 | 0.00 | |
| 0.9733 | 382.59 | |
| 0.0414 | 3.68 |
Estimation Period:
Dec 10, 2021 to Apr 19, 2024
Dec 10, 2021 to Apr 19, 2024
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