Rumo SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1118 | 0.00 | |
| 0.0999 | 0.00 | |
| 0.9001 | 0.00 | |
| 2.0766 | 0.00 | |
| -4.2995 | -0.00 | |
| 0.8196 | 0.00 | |
| 3.0698 | 0.00 | |
| -1.6232 | -0.00 | |
| -2.8902 | -0.00 | |
| 11.4347 | 0.00 | |
| -20.5210 | -0.00 |
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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