V-Lab
Cia Siderurgica Nacional SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:44.91% (+12.74%)
Analysis last updated: Thursday, May 16, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0565 | 25.56 | |
| 0.8731 | 209.08 | |
| 0.0536 | 15.13 | |
| 0.0404 | 4.52 | |
| 0.0105 | 3.47 | |
| 0.9857 | 250.30 |
Estimation Period:
Aug 2, 1993 to May 10, 2024
Aug 2, 1993 to May 10, 2024
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