V-Lab
Fibria Celulose SA EGARCH Volatility Analysis
Volatility Prediction for Friday, January 4th, 2019:24.57% (+1.38%)
Analysis last updated: Monday, March 1, 2021 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 7.59 | |
| 0.1183 | 19.06 | |
| 0.9754 | 292.90 | |
| -0.0104 | -1.77 |
Estimation Period:
Aug 12, 2009 to Dec 28, 2018
Aug 12, 2009 to Dec 28, 2018
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