V-Lab
Localiza Rent a Car SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.09% (-0.39%)
Analysis last updated: Saturday, April 20, 2024 at 08:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1540 | 18.34 | |
| 0.0338 | 12.44 | |
| 0.9114 | 320.70 | |
| 0.0653 | 8.27 |
Estimation Period:
May 23, 2005 to Apr 19, 2024
May 23, 2005 to Apr 19, 2024
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