V-Lab: Fibria Celulose SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Fibria Celulose SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 4th, 2019:18.49% (+1.19%)

Analysis last updated: Monday, March 1, 2021 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	8.7072	9.04
$α$	0.0389	33.38
$β$	0.9985	3796.69
$ν$	7	12.53

Estimation Period:
Aug 12, 2009 to Dec 28, 2018