V-Lab
Cia Siderurgica Nacional SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:33.03% (+0.05%)
Analysis last updated: Wednesday, May 8, 2024 at 08:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 7.07 | |
| 0.0983 | 14.19 | |
| 0.9906 | 710.10 | |
| -0.0055 | -1.06 |
Estimation Period:
Aug 2, 1993 to May 3, 2024
Aug 2, 1993 to May 3, 2024
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