Tim S.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6498 | 16,497,660.00 | |
| 0.6641 | 6,641,460.00 | |
| 0.3359 | 3,358,540.00 | |
| -2.4461 | -24,460,800.00 | |
| -8.1625 | -81,625,280.00 | |
| -1.6169 | -16,169,280.00 | |
| -0.1666 | -1,665,580.00 | |
| -4.9987 | -49,986,970.00 |
Estimation Period:
Mar 3, 2021 to Jun 7, 2024
Mar 3, 2021 to Jun 7, 2024
News Impact Curve
Volatility Forecasts
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