V-Lab: Vale SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Vale SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:27.23% (-0.32%)

Analysis last updated: Thursday, May 2, 2024 at 04:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.6547	6.53
$α$	0.0542	34.59
$β$	0.9895	595.70
$ν$	5	9.34

Estimation Period:
Oct 18, 1994 to Apr 26, 2024