V-Lab
Cia de Saneamento Basico do Estado de Sao Paulo GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.28% (+1.27%)
Analysis last updated: Saturday, April 20, 2024 at 08:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0416 | 8.98 | |
| 0.0656 | 28.54 | |
| 0.9823 | 495.13 | |
| 7 | 5.77 |
Estimation Period:
Jun 4, 1997 to Apr 19, 2024
Jun 4, 1997 to Apr 19, 2024
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