Rumo SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 1.82 | |
| 0.1075 | 9.78 | |
| 1.0000 | 363.90 | |
| -0.0298 | -1.27 |
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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