Rumo SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4225 | 5.54 | |
| 0.1376 | 1.68 | |
| 0.7623 | 58.32 | |
| 0.2002 | 1.46 |
Estimation Period:
Jun 29, 2004 to Sep 25, 2015
Jun 29, 2004 to Sep 25, 2015
News Impact Curve
Volatility Forecasts
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