V-Lab
Ultrapar Participacoes SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 1st, 2016:22.96% (+3.66%)
Analysis last updated: Wednesday, June 1, 2016 at 06:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4008 | 3.53 | |
| 0.0859 | 4.19 | |
| 0.8661 | 28.10 | |
| 0.0946 | 0.24 | |
| 0.0846 | 0.16 | |
| -0.2521 | -1.18 |
Estimation Period:
Dec 17, 2002 to May 27, 2016
Dec 17, 2002 to May 27, 2016
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