Souza Cruz Ltda GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 2.64 | |
| 0.0035 | 6.04 | |
| 0.9948 | 557.62 | |
| -0.0016 | -1.43 |
Estimation Period:
Dec 9, 1992 to Nov 27, 2015
Dec 9, 1992 to Nov 27, 2015
News Impact Curve
Volatility Forecasts
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