V-Lab
Cia Siderurgica Nacional SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:34.18% (-0.90%)
Analysis last updated: Wednesday, May 1, 2024 at 04:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0560 | 25.46 | |
| 0.8737 | 208.98 | |
| 0.0537 | 15.13 | |
| 0.0400 | 4.46 | |
| 0.0101 | 3.44 | |
| 0.9861 | 254.66 |
Estimation Period:
Aug 2, 1993 to Apr 26, 2024
Aug 2, 1993 to Apr 26, 2024
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