Rumo SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5314 | -4.47 | |
| 0.2553 | 13.80 | |
| 0.8090 | 143.56 | |
| 2.1404 | 15.78 |
Estimation Period:
Jun 29, 2004 to Sep 25, 2015
Jun 29, 2004 to Sep 25, 2015
News Impact Curve
Volatility Forecasts
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