V-Lab
Cia Siderurgica Nacional SA GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:34.23% (-0.65%)
Analysis last updated: Friday, May 3, 2024 at 05:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1544 | 11.18 | |
| 0.0555 | 20.03 | |
| 0.9312 | 269.82 |
Estimation Period:
Aug 2, 1993 to Apr 26, 2024
Aug 2, 1993 to Apr 26, 2024
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