Fibria Celulose SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1949 | 8.78 | |
| 0.0547 | 10.86 | |
| 0.9016 | 153.07 | |
| 0.0208 | 2.17 |
Estimation Period:
Aug 12, 2009 to Dec 28, 2018
Aug 12, 2009 to Dec 28, 2018
News Impact Curve
Volatility Forecasts
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