V-Lab
Petroleo Brasileiro SA AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.95% (+0.04%)
Analysis last updated: Saturday, April 20, 2024 at 08:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1592 | 4.62 | |
| 0.0434 | 11.32 | |
| 0.9397 | 200.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 24, 1992 to Apr 19, 2024
Sep 24, 1992 to Apr 19, 2024
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