V-Lab
Diagnosticos da America SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:56.94% (-1.77%)
Analysis last updated: Saturday, May 4, 2024 at 06:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1102 | 6.75 | |
| 0.0450 | 10.06 | |
| 0.9326 | 206.98 | |
| 0.0280 | 3.70 |
Estimation Period:
Nov 19, 2004 to Apr 26, 2024
Nov 19, 2004 to Apr 26, 2024
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