V-Lab
Cia Siderurgica Nacional SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:35.16% (+0.41%)
Analysis last updated: Thursday, May 2, 2024 at 04:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7423 | 4.69 | |
| 0.0733 | 7.52 | |
| 0.8882 | 61.79 | |
| 0.1512 | 4.22 | |
| -0.2132 | -3.55 | |
| 0.0790 | 1.75 | |
| 0.0133 | 0.46 | |
| -0.0685 | -3.67 | |
| 0.0521 | 4.18 |
Estimation Period:
Aug 2, 1993 to Apr 26, 2024
Aug 2, 1993 to Apr 26, 2024
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