V-Lab
Vale SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.76% (+0.10%)
Analysis last updated: Thursday, May 2, 2024 at 04:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 13.76 | |
| 0.1194 | 20.62 | |
| 0.9861 | 1027.17 | |
| -0.0340 | -8.03 |
Estimation Period:
Oct 18, 1994 to Apr 26, 2024
Oct 18, 1994 to Apr 26, 2024