V-Lab: Souza Cruz Ltda GAS-GARCH Student T Volatility Analysis

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V-Lab

Souza Cruz Ltda GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 1st, 2015:0.00% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 05:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.3140	0.75
$α$	0.1200	5.23
$β$	0.9990	1058.26
$ν$	2	3490.40

Estimation Period:
Dec 9, 1992 to Nov 27, 2015