V-Lab
Ultrapar Participacoes SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, June 1st, 2016:20.22% (+3.57%)
Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.8910 | 8.35 | |
| 0.0837 | 16.66 | |
| 0.9984 | 2054.41 | |
| 8 | 3.25 |
Estimation Period:
Dec 17, 2002 to May 27, 2016
Dec 17, 2002 to May 27, 2016
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