V-Lab
Cia Siderurgica Nacional SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:35.76% (-1.14%)
Analysis last updated: Wednesday, May 1, 2024 at 04:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3801 | 19.67 | |
| 0.0973 | 44.44 | |
| 0.8686 | 394.82 | |
| 0.4231 | 6.38 |
Estimation Period:
Aug 2, 1993 to Apr 26, 2024
Aug 2, 1993 to Apr 26, 2024
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