V-Lab
Diagnosticos da America SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:64.50% (-1.68%)
Analysis last updated: Thursday, May 16, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.6505 | 5.45 | |
| 0.0876 | 25.71 | |
| 0.9724 | 194.32 | |
| 3 | 15.95 |
Estimation Period:
Nov 19, 2004 to May 10, 2024
Nov 19, 2004 to May 10, 2024
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