V-Lab
Vale SA APARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.36% (-0.20%)
Analysis last updated: Thursday, May 2, 2024 at 04:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0764 | 12.14 | |
| 0.0592 | 21.07 | |
| 0.9328 | 314.62 | |
| 0.1675 | 7.79 | |
| 1.8294 | 35.97 |
Estimation Period:
Oct 18, 1994 to Apr 26, 2024
Oct 18, 1994 to Apr 26, 2024