V-Lab
Souza Cruz Ltda Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, December 1st, 2015:33.03% (-1.30%)
Analysis last updated: Monday, November 30, 2015 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 6.53 | |
| 0.0796 | 17.00 | |
| 0.9128 | 198.27 | |
| -0.0045 | -0.77 |
Estimation Period:
Jun 1, 1993 to Nov 27, 2015
Jun 1, 1993 to Nov 27, 2015
News Impact Curve
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