V-Lab
Diagnosticos da America SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:60.17% (-1.29%)
Analysis last updated: Thursday, May 16, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7935 | 6.69 | |
| 0.0552 | 3.42 | |
| 0.9164 | 32.89 | |
| -0.0073 | -0.32 | |
| 0.0402 | 1.07 | |
| -0.0868 | -1.90 |
Estimation Period:
Nov 19, 2004 to May 10, 2024
Nov 19, 2004 to May 10, 2024
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